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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Veröffentlicht in:	IEEE transactions on automatic control Jg. 69; H. 11; S. 7808 - 7815
Hauptverfasser:	Jiang, Yi, Liu, Lu, Feng, Gang
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	New York IEEE 01.11.2024 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Schlagworte:	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-Zugang:	Volltext
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