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Variance Minimization Dual Adaptive Control for Stochastic Systems with Unknown Parameters

  • Gao Zhenbin
  • Qian Fucai
  • Liu Ding
Part of the Lecture Notes in Computer Science book series (LNCS, volume 4222)

Abstract

The variance minimization dual adaptive control approach with unknown parameters for stochastic system is studied in this paper. First,the problem is proposed for solving the optimal dual control law. Furthermore, the differential equation is transferred into state space model, the suboptimal dual control law is obtained through DUL algorithm. Finally, the example is given to verify the method developed in this paper. It is shown that the method is effective and practical.

Keywords

dual control adaptive control stochastic systems 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2006

Authors and Affiliations

  • Gao Zhenbin
    • 1
  • Qian Fucai
    • 1
  • Liu Ding
    • 1
  1. 1.School of Automation and Information EngineeringXi’an University of TechnologyXi’anChina

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