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...

Celý popis

Uloženo v:

Podrobná bibliografie
Vydáno v:	IEEE transactions on automatic control Ročník 69; číslo 11; s. 7808 - 7815
Hlavní autoři:	Jiang, Yi, Liu, Lu, Feng, Gang
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	New York IEEE 01.11.2024 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Témata:	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
On-line přístup:	Získat plný text
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!

Buďte první, kdo okomentuje tento záznam!