Adaptive Linear Quadratic Gaussian Control: the Cost-biased Approach Revisited

@inproceedings{CampiAdaptiveLQ,
  title={Adaptive Linear Quadratic Gaussian Control: the Cost-biased Approach Revisited},
  author={Marco C. Campi and Panganamala Ramana Kumar}
}
In adaptive control, a standard approach is to resort to the so-called certainty equivalence principle which consists in generating some standard parameter estimate and then using it in the control law as if it were the true parameter. As a consequence of this philosophy, the estimation problem is decoupled from the control problem and this The rst author would like to acknowledge the nancial support of MURST under the 60% project \Adaptive identiication, prediction and control" and the 40… CONTINUE READING
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