Extremal control of Wiener processes

Björn Wittenmark, Robin Evans

Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceedingResearchpeer-review

28 Downloads (Pure)

Abstract

Extremal control of Wiener type processes is considered. These modelsconsists of a linear part followed by a static nonlinearity. We will considernonlinearities having one extremum point. The purpose is tokeep the output of the process as close as possible to the extremum point.The main problem in the control of this kind of processesis the non-uniqueness of the inverseof the nonlinearity. This causes problems, e.g., in the estimationof the states of the process and the identification in the adaptivecase. An one-step-ahead controller combined with a probabilisticestimator is proposed and analyzed.
Original languageEnglish
Title of host publicationProceedings of the 41st IEEE Conference on Decision and Control
PublisherIEEE - Institute of Electrical and Electronics Engineers Inc.
Pages4637-4642
Volume4
ISBN (Print)0-7803-7516-5
DOIs
Publication statusPublished - 2002
EventIEEE Conference on Decision and Control, - Las Vegas
Duration: 0001 Jan 2 → …

Publication series

Name
Volume4
ISSN (Print)0191-2216

Conference

ConferenceIEEE Conference on Decision and Control,
Period0001/01/02 → …

Subject classification (UKÄ)

  • Control Engineering

Keywords

  • Wiener models
  • Extremal control

Fingerprint

Dive into the research topics of 'Extremal control of Wiener processes'. Together they form a unique fingerprint.

Cite this