Dual Control of Linear Discrete-Time Systems with Time-Varying Parameters

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Abstract

We describe how the optimal dual controller for a discrete-time linear system can be found by approximately solving the corresponding Bellman equation using a neural network to represent the value function. We illustrate the method on an example with time-varying dynamics, where the new method is shown to give improved performance.

Original languageEnglish
Title of host publication2020 International Conference on Control, Automation and Diagnosis, ICCAD 2020 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781728169996
DOIs
Publication statusPublished - 2020 Oct
Event4th International Conference on Control, Automation and Diagnosis, ICCAD 2020 - Paris, France
Duration: 2020 Oct 72020 Oct 9

Publication series

Name2020 International Conference on Control, Automation and Diagnosis, ICCAD 2020 - Proceedings

Conference

Conference4th International Conference on Control, Automation and Diagnosis, ICCAD 2020
Country/TerritoryFrance
CityParis
Period2020/10/072020/10/09

Subject classification (UKÄ)

  • Control Engineering

Keywords

  • Adaptation
  • Control
  • Dual Control
  • Estimation
  • Learning

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