Accession Number : AD0683692

Title :   AN APPROACH TO THE PARAMETER ADAPTIVE CONTROL PROBLEM,

Corporate Author : PURDUE UNIV LAFAYETTE IND SCHOOL OF ELECTRICAL ENGINEERING

Personal Author(s) : Saridis,George N. ; Stein,Gunter

Report Date : DEC 1968

Pagination or Media Count : 183

Abstract : The report presents an approach to the design of adaptive controllers for digital control problems involving linear stochastic systems with unknown parameters and performance indices which are quadratic functions of the state and control variables. The method is based upon two approximate solutions of the dynamic programming equation which is associated with the adaptive control problem. One solution constitutes an upper bound on the optimal cost of the adaptive control process, and the second solution constitutes a lower bound on the optimal cost. The upper bound leads to a control system which is linear in the state estimates and which realizes an actual operating cost less than or equal to the upper bound. This linear control system is developed in detail for systems with parameters which assume only finitely many values. Its performance is illustrated with a simple example. Several extentions and variations of the basic approach developed in the thesis are also discussed. These include systems with correlated measurement noise, systems with Markov dependent parameters, a special non-adaptive controller configuration, and infinite time adaptive control processes. (Author)

Descriptors :   (*ADAPTIVE CONTROL SYSTEMS, DYNAMIC PROGRAMMING), STOCHASTIC PROCESSES, STATISTICAL PROCESSES, DIGITAL SYSTEMS, INFORMATION THEORY, CORRELATION TECHNIQUES, OPTIMIZATION, SIMULATION, COSTS, THESES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE