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Dual control of a first‐order system with two possible gains
Author(s) -
Bernhardsson Bo
Publication year - 1989
Publication title -
international journal of adaptive control and signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.73
H-Index - 66
eISSN - 1099-1115
pISSN - 0890-6327
DOI - 10.1002/acs.4480030103
Subject(s) - dual (grammatical number) , order (exchange) , control theory (sociology) , stability (learning theory) , control (management) , process (computing) , mathematics , physics , law , computer science , economics , philosophy , artificial intelligence , political science , linguistics , finance , machine learning , operating system
The dual control law for the system y(t + 1) = ay(t) + bu(t) + σe(t + 1) is computed. Here a is supposed to be known. The gain b is unknown but can only take two values, b 1 or b 2 . The Bellman equation is solved numerically. Properties of the dual control law are discussed. By varying a it is studied how probing depends on stability. For small a there is no probing. It is shown that the area of probing is increased as the process becomes more unstable.