On the Adaptive Control of Linear Systems Using the Open-Loop-Feedback-Optimal Approach

摘要

The paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with unknown or stochasticallt varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal (O.L.F.O.) method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first order systems are presented. (Author)