SUBOPTIMAL DUAL CONTROL ALGORITHMS FOR DISCRETE-TIME STOCHASTIC SYSTEMS UNDER INPUT CONSTRAINT

Andrzej Krolikowski, Dariusz Horla

Abstract

The paper considers a suboptimal solution to the dual control problem for discrete-time stochastic systems under the amplitude-constrained control signal. The objective of the control is to minimize the two-step quadratic cost function for the problem of tracking the given reference sequence. The presented approach is based on the MIDC (Modified Innovation Dual Controller) derived from an IDC (Innovation Dual Controller) and the TSDSC (Two-stage Dual Suboptimal Control. As a result, a new algorithm, i.e. the two-stage innovation dual control (TSIDC) algorithm is proposed. The standard Kalman filter equations are applied for estimation of the unknown system parameters. Example of second order system is simulated in order to compare the performance of proposed control algorithms. Conclusions yielded from simulation study are given.

References

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Paper Citation


in Harvard Style

Krolikowski A. and Horla D. (2009). SUBOPTIMAL DUAL CONTROL ALGORITHMS FOR DISCRETE-TIME STOCHASTIC SYSTEMS UNDER INPUT CONSTRAINT . In Proceedings of the 6th International Conference on Informatics in Control, Automation and Robotics - Volume 2: ICINCO, ISBN 978-989-674-001-6, pages 49-53. DOI: 10.5220/0002162500490053


in Bibtex Style

@conference{icinco09,
author={Andrzej Krolikowski and Dariusz Horla},
title={SUBOPTIMAL DUAL CONTROL ALGORITHMS FOR DISCRETE-TIME STOCHASTIC SYSTEMS UNDER INPUT CONSTRAINT},
booktitle={Proceedings of the 6th International Conference on Informatics in Control, Automation and Robotics - Volume 2: ICINCO,},
year={2009},
pages={49-53},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0002162500490053},
isbn={978-989-674-001-6},
}


in EndNote Style

TY - CONF
JO - Proceedings of the 6th International Conference on Informatics in Control, Automation and Robotics - Volume 2: ICINCO,
TI - SUBOPTIMAL DUAL CONTROL ALGORITHMS FOR DISCRETE-TIME STOCHASTIC SYSTEMS UNDER INPUT CONSTRAINT
SN - 978-989-674-001-6
AU - Krolikowski A.
AU - Horla D.
PY - 2009
SP - 49
EP - 53
DO - 10.5220/0002162500490053