Abstract
In the present paper it is shown that the optimal solution to the stochastic adaptive control of linear dynamic systems with uncertainties depends on the unconditional means and covariances of the uncertainties. The random Riccati-like systems of equations generated as a result of the presence of multiplicative and additive noise leads to the necessity of constraint on the means and covariances of the uncertainties. Furthermore, the existence and uniqueness of an optimal solution of the given system depends upon the above constraints : steady-state solutions exist only under restrictive statistical conditions of the system parameters
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
