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)


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.


dual control adaptive control stochastic systems 


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.


  1. 1.
    Feldbaum, A.A.: Dual control theory: I-IV. Automat. Remote control 21 (1960); 22 (1961)Google Scholar
  2. 2.
    Deshpande, J.G., Upadhyay, T.N., Lainiotis, D.G.: Adaptive Control of Linear Stochastic System. Automatica 9, 107–115 (1973)zbMATHCrossRefGoogle Scholar
  3. 3.
    Milito, R., Padilla, C.S., Padilla, R.A.: An innovations approach to dual control. IEEE Trans. Automatic Control AC-27(1), 132–137 (1982)CrossRefGoogle Scholar
  4. 4.
    Duan, L., Fucai, Q., Peilin, F.: Variance minimization approach for a class of dual control problems. IEEE Trans. on Automatic Control 47(12), 2010–2020 (2002)CrossRefGoogle Scholar
  5. 5.
    Peilin, F., Duan, L., Fucai, Q.: Active dual control for linear-quadratic Gaussian system with unknown parameters. In: Proc of the 15th IFAC World Congress, Barcelona, Spain (2002)Google Scholar
  6. 6.
    Fucai, Q., Ding, L., Yunxia, L.: Dual control based on two-level algorithm. Control Theory and Apllications 21(1) (2004)Google Scholar

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

Personalised recommendations