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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Bitmead, R.R. Caines, P.E. |
| Copyright Year | 1988 |
| Description | Author affiliation: Dept. of Syst. Eng., Australian Nat. Univ., Canberra, ACT, Australia (Bitmead, R.R.) |
| Abstract | A formulation of the robustness of a stochastic adaptive control problem is given in terms of escape time properties. That is, the objective criterion of adaptation is recast to address issues of quantifying and maximizing the expected time for the parameter estimate to exit from a particular compact set, in place of the usual goal of achieving guaranteed boundedness of all signals. This respecification of the aim deviates from the usual goal of achieving global boundedness and/or asymptotic optimality and is more closely tied to issues of deriving workable adaptive control laws. Specifically, the authors advance this as a potential objective and draw some comparisons with problems in queuing systems and in linear controller design. The theory of large deviations is then naturally applied to attempt to evaluate, or at least approximate, these escape times, and rudimentary analysis indicates that with such an objective a concordance emerges between stochastic and deterministic adaptive control methodologies.< |
| Starting Page | 1213 |
| Ending Page | 1218 |
| File Size | 636562 |
| Page Count | 6 |
| File Format | |
| DOI | 10.1109/CDC.1988.194514 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 1988-12-07 |
| Access Restriction | Subscribed |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | Robust control Stochastic processes Adaptive control Uncertainty Programmable control Control systems Signal processing Stochastic systems Convergence Lyapunov method |
| Content Type | Text |
| Resource Type | Article |
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