Non-myopic Innovations Dual Controller

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F10%3A43898672" target="_blank" >RIV/49777513:23520/10:43898672 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.3182/20100826-3-TR-4015.00046" target="_blank" >http://dx.doi.org/10.3182/20100826-3-TR-4015.00046</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.3182/20100826-3-TR-4015.00046" target="_blank" >10.3182/20100826-3-TR-4015.00046</a>

Result language

angličtina

Original language name

Non-myopic Innovations Dual Controller

Original language description

Optimal control of a linear discrete stochastic state space system with uncertain parameters is treated. The problem statement leads to design of a dual controllers. Unfortunately, except for few special cases it is not possible to obtain closed-form solution for such controller. Many suboptimal approaches were proposed to overcome this obstacle, however, mostly they restrict the control horizon only to one step ahead and thus suffer from myopic behaviour. This paper presents technique that makes it possible to derive suboptimal dual controller in closed-form for arbitrarily long control horizon. The design of the presented controller is based on the innovations dual controller and use of the partial certainty equivalence principle. The proposed dual controller is compared to other non-dual controllers in a numerical example.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BC - Theory and management systems

OECD FORD branch

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Project

Result was created during the realization of more than one project. More information in the Projects tab.

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Publication year

2010

Confidentiality

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

Name of the periodical

IFAC-PapersOnline

ISSN

1474-6670

e-ISSN

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Volume of the periodical

10

Issue of the periodical within the volume

1

Country of publishing house

TR - TURKEY

Number of pages

6

Pages from-to

1-6

UT code for WoS article

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EID of the result in the Scopus database

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