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Abstrakty
In this paper the adaptive control problem for a continuous infinite time-varying stochastic control system with jumps in parameters and quadratic cost is investigated. It is assumed that the unknown coefficients of the system have limits as time tends to infinity and the boundary system is absolutely observable and stabilizable. Under these assumptions it is shown that the optimal value of the quadratic cost can be reached based only on the values of these limits, which, in turn, can be estimated through strongly consistent estimators.
Rocznik
Tom
Strony
53--62
Opis fizyczny
Bibliogr. 34 poz.
Twórcy
autor
- Department of Automatic Control, Silesian University of Technology, ul. Akademicka 16, 44–101 Gliwice
autor
- Department of Automatic Control, Silesian University of Technology, ul. Akademicka 16, 44–101 Gliwice
Bibliografia
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Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-BPZ1-0008-0015