Optimal adaptive control of an LQG system Conference Paper uri icon

abstract

  • 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

  • 35th IEEE Conference on Decision and Control

published proceedings

  • Proceedings of 35th IEEE Conference on Decision and Control

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

publisher