Bicriterial dual control for stochastic systems with unknown variable parameters

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F01%3A00064606" target="_blank" >RIV/49777513:23520/01:00064606 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Bicriterial dual control for stochastic systems with unknown variable parameters

Original language description

A suboptimal dual controller for discrete stochastic systems with unknown parameters is proposed. Two criteria are designed and used to ensure both aspects of dual control - caution and active learning. The optimization procedure consists of minimizationof a quadratic cost function and maximization of the one-step prediction error on certain domain. Extended Kalman filter and Gaussian sum method were used for simultaneous state and parameter estimation of systems with Gaussian and non-Gaussian disturbances, respectively. A comparison of the proposed dual controller with caution and certainty equivalent controllers is shown in numerical examples.

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

BC - Theory and management systems

OECD FORD branch

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Project

<a href="/en/project/GA102%2F01%2F0021" target="_blank" >GA102/01/0021: Nonlinear estimation and change detection for stochastic systems</a><br>

Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2001

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

Bicriterial dual control for stochastic systems with unknown variable parameters

ISBN

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ISSN

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e-ISSN

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Number of pages

6

Pages from-to

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Publisher name

IFAC

Place of publication

Petrohrad

Event location

Petrohrad

Event date

Jan 1, 2001

Type of event by nationality

CST - Celostátní akce

UT code for WoS article

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