Variance Minimization Dual Adaptive Control for Stochastic Systems with Unknown Parameters
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.
Keywordsdual control adaptive control stochastic systems
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