Adaptive Linear Quadratic Control for Stochastic Discrete-Time Linear Systems With Unmeasurable Multiplicative and Additive Noises

This note investigates the adaptive linear quadratic control problem (ALQCP) for stochastic discrete-time (DT) linear systems with unmeasurable multiplicative and additive noises. A data-driven value iteration algorithm is developed to solve the stochastic algebraic Riccati equation (SARE) that resu...

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Bibliographic Details
Published in:	IEEE transactions on automatic control Vol. 69; no. 11; pp. 7808 - 7815
Main Authors:	Jiang, Yi, Liu, Lu, Feng, Gang
Format:	Journal Article
Language:	English
Published:	New York IEEE 01.11.2024 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	Adaptive control Adaptive linear quadratic control Adaptive systems Additive noise Classification algorithms Discrete time systems Heuristic algorithms Iterative algorithms Linear systems Riccati equation stochastic algebraic Riccati equation (SARE) Stochastic processes Symmetric matrices System dynamics unmeasurable noises value iteration (VI)
ISSN:	0018-9286, 1558-2523
Online Access:	Get full text
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