Optimal adaptive control of an LQG system Conference Paper uri icon


  • We consider the problem of adaptively controlling a linear system so as to minimize a long-term average quadratic cost criterion. It is well known that certainty equivalent controllers based on standard parameter estimators run into an identifiability problem which leads to a strictly suboptimal performance. In this contribution, a cost-biased parameter estimator is introduced to overcome this difficulty. The corresponding adaptive scheme is proven to be stable and optimal when the unknown system parameter lies in an infinite, yet compact, parameter set.

name of conference

  • Proceedings of 35th IEEE Conference on Decision and Control

published proceedings

  • Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference

author list (cited authors)

  • Campi, M. C., & Kumar, P. R.

citation count

  • 3

complete list of authors

  • Campi, MC||Kumar, PR

publication date

  • January 1996