Learning-Based Adaptive Control for Stochastic Linear Systems with Input
Constraints
- URL: http://arxiv.org/abs/2209.07040v2
- Date: Sat, 17 Sep 2022 03:55:04 GMT
- Title: Learning-Based Adaptive Control for Stochastic Linear Systems with Input
Constraints
- Authors: Seth Siriya, Jingge Zhu, Dragan Ne\v{s}i\'c, Ye Pu
- Abstract summary: We propose a certainty-equivalence scheme for adaptive control of scalar linear systems subject to additive, i.i.d.
Assuming that the system is at-worst marginally stable, mean square boundedness of the closed-loop system states is proven.
- Score: 3.8004168340068336
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We propose a certainty-equivalence scheme for adaptive control of scalar
linear systems subject to additive, i.i.d. Gaussian disturbances and bounded
control input constraints, without requiring prior knowledge of the bounds of
the system parameters, nor the control direction. Assuming that the system is
at-worst marginally stable, mean square boundedness of the closed-loop system
states is proven. Lastly, numerical examples are presented to illustrate our
results.
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