Active dual control for linear-quadratic Gaussian system with unknown parameters

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 15, Issue 1, 2002, Pages 337-342

  Fu, Peilin ^a   Li, Duan ^a   Qian, Fucai ^b  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

^b XI'AN UNIVERSITY OF TECHNOLOGY   (China)

Author keywords

Dual control; Dynamic programming; LQG control; Stochastic control

Indexed keywords

AUTOMATION; EQUATIONS OF STATE; ROBUSTNESS (CONTROL SYSTEMS); STOCHASTIC SYSTEMS; UNCERTAINTY ANALYSIS;

DUAL CONTROL; LINEAR QUADRATIC GAUSSIAN; LINEAR QUADRATIC GAUSSIAN CONTROL; LQG CONTROL; OPEN LOOP FEEDBACK CONTROL; PARAMETER UNCERTAINTY; STOCHASTIC CONTROL; VARIANCE MINIMIZATION;

DYNAMIC PROGRAMMING;

EID: 84945534542     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20020721-6-es-1901.01042     Document Type: Conference Paper

References (6)

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