Performance Limits in Adaptive Control

Jan Sternby

doi:10.1109/TAC.1979.1102103

Performance Limits in Adaptive Control

Jan Sternby

Department of Automatic Control

Research output: Contribution to journal › Article › peer-review

Abstract

Minimum variance control of difference equation systems with time-varying stochastic parameters are studied. The optimal control law is derived under the assumption that all previous but not the current parameter values are known. This is used to give performance limits for dual control. In particular, it is shown that too much parameter uncertainty may cause the system to be unstable in the mean-square sense, whatever control law is used. Furthermore, it is shown that the optimal system may show a behavior that makes it difficult to test suboptimal control laws using simulation studies.

Original language	English
Pages (from-to)	645-647
Number of pages	3
Journal	IEEE Transactions on Automatic Control
Volume	24
Issue number	4
DOIs	https://doi.org/10.1109/TAC.1979.1102103
Publication status	Published - 1979

Subject classification (UKÄ)

Control Engineering

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10.1109/TAC.1979.1102103

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title = "Performance Limits in Adaptive Control",

abstract = "Minimum variance control of difference equation systems with time-varying stochastic parameters are studied. The optimal control law is derived under the assumption that all previous but not the current parameter values are known. This is used to give performance limits for dual control. In particular, it is shown that too much parameter uncertainty may cause the system to be unstable in the mean-square sense, whatever control law is used. Furthermore, it is shown that the optimal system may show a behavior that makes it difficult to test suboptimal control laws using simulation studies.",

author = "Jan Sternby",

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AB - Minimum variance control of difference equation systems with time-varying stochastic parameters are studied. The optimal control law is derived under the assumption that all previous but not the current parameter values are known. This is used to give performance limits for dual control. In particular, it is shown that too much parameter uncertainty may cause the system to be unstable in the mean-square sense, whatever control law is used. Furthermore, it is shown that the optimal system may show a behavior that makes it difficult to test suboptimal control laws using simulation studies.

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DO - 10.1109/TAC.1979.1102103

M3 - Article

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SP - 645

EP - 647

JO - IEEE Transactions on Automatic Control

JF - IEEE Transactions on Automatic Control

IS - 4

ER -

Performance Limits in Adaptive Control

Abstract

Subject classification (UKÄ)

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