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Design of adaptive controllers using partial certainty equivalence principle
Author(s) -
Filatov N.M.
Publication year - 2004
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/oca.736
Subject(s) - equivalence (formal languages) , control theory (sociology) , adaptive control , linear system , certainty , mathematical optimization , controller (irrigation) , mathematics , optimal control , dual (grammatical number) , simple (philosophy) , computer science , control (management) , artificial intelligence , art , mathematical analysis , philosophy , geometry , literature , epistemology , discrete mathematics , agronomy , biology
Optimal stochastic control problem for general non‐linear dynamic system with unknown parameters is considered. An approximative assumption, which has been named partial certainty equivalence (PCE) principle, is suggested for design of adaptive controllers of non‐linear and linear stochastic systems. For derivation of a suboptimal controller with the PCE principle the certainty equivalence (CE) assumption is used only for the part of the system states and unknown parameters. The PCE control policy has a simple form for linear systems with unknown parameters. It is suggested in the present paper to design adaptive dual control using the PCE assumption and bicriterial optimization to derive the adaptive controller with the optimal persistent excitation. Simulated examples are used to demonstrate the potential of the suggested method and its superiority over the generally used CE‐controllers. Copyright © 2004 John Wiley & Sons, Ltd.