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Description
  • Je uvažován problém optimálního řízení diskrétního stochastického systému s neznámými parametry. Tento problém není analyticky řešitelný ani pro jednoduché systémy. Je představena suboptimální duální metoda, která umožňuje analyticky řešit vícekrokový optimalizační problém. Analytické řešitelnosti je dosaženo využitím částečné ekvivalence neurčitosti. Dualní vlastnosti výsledného řízení jsou zaručeny modifikací kritéria hodnotící kvalitu odhadu pomocí vážených chyb predikce. Navržený duální regulátor je srovnán s neduálními v ilustračním príkladu. (cs)
  • The problem of optimal stochastic control of discrete stochastic state space system with uncertain parameters is considered. This problem is analytically unsolvable even for simple systems. A suboptimal dual control approach is presented which makes it possible to solve the multistage optimisation problem analytically. The analytical solvability is guaranteed by employing the partial certainty equivalence principle where the certainty equivalence assumption is enforced only on part of the augmented state. The dual properties of the resulting control are then ensured by a modification of the criterion which evaluates quality of estimates using weighted prediction errors. The proposed dual controller is compared to other non-dual controllers in a numerical example.
  • The problem of optimal stochastic control of discrete stochastic state space system with uncertain parameters is considered. This problem is analytically unsolvable even for simple systems. A suboptimal dual control approach is presented which makes it possible to solve the multistage optimisation problem analytically. The analytical solvability is guaranteed by employing the partial certainty equivalence principle where the certainty equivalence assumption is enforced only on part of the augmented state. The dual properties of the resulting control are then ensured by a modification of the criterion which evaluates quality of estimates using weighted prediction errors. The proposed dual controller is compared to other non-dual controllers in a numerical example. (en)
Title
  • Multistage Prediction Error Adaptive Dual Controller
  • Multistage Prediction Error Adaptive Dual Controller (en)
  • Multistage Prediction Error Adaptive Dual Controller (cs)
skos:prefLabel
  • Multistage Prediction Error Adaptive Dual Controller
  • Multistage Prediction Error Adaptive Dual Controller (en)
  • Multistage Prediction Error Adaptive Dual Controller (cs)
skos:notation
  • RIV/49777513:23520/08:00500729!RIV09-MSM-23520___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(1M0572), P(GA102/08/0442), P(GP102/08/P080)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 381225
http://linked.open...ai/riv/idVysledku
  • RIV/49777513:23520/08:00500729
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • adaptive control; dual control; cautious control; stochastic system (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [69448E28990D]
http://linked.open...v/mistoKonaniAkce
  • Orlando, Florida
http://linked.open...i/riv/mistoVydani
  • Calgary
http://linked.open...i/riv/nazevZdroje
  • Proceedings of the 11th IASTED International Confernece on Inteligent Systems and Control
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Šimandl, Miroslav
  • Flídr, Miroslav
  • Král, Ladislav
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • ACTA Press
https://schema.org/isbn
  • 978-0-88986-778-9
http://localhost/t...ganizacniJednotka
  • 23520
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