Extremal control of Wiener processes

Björn Wittenmark, Robin Evans

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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.
ISBN (Print)0-7803-7516-5
Publication statusPublished - 2002
EventIEEE Conference on Decision and Control, - Las Vegas
Duration: 0001 Jan 2 → …

Publication series

ISSN (Print)0191-2216


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

Subject classification (UKÄ)

  • Control Engineering


  • Wiener models
  • Extremal control


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