Optimal Adaptive Control—Contradiction in Terms or a Matter of Choosing the Right Cost Functional?

Abstract

Approaching the problem of optimal adaptive control as ldquooptimal control made adaptive,rdquo namely, as a certainty equivalence combination of linear quadratic optimal control and standard parameter estimation, fails on two counts: numerical (as it requires a solution to a Riccati equation at each time step) and conceptual (as the combination actually does not possess any optimality property). In this note, we present a particular form of optimality achievable in Lyapunov-based adaptive control. State and control are subject to positive definite penalties, whereas the parameter estimation error is penalized through an exponential of its square, which means that no attempt is made to enforce the parameter convergence, but the estimation transients are penalized simultaneously with the state and control transients. The form of optimality we reveal here is different from our work in [Z. H. Li and M. Krstic, ldquoOptimal design of adaptive tracking controllers for nonlinear systems,rdquo <i xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">Automatica</i> , vol. 33, pp. 1459-1473, 1997] where only the terminal value of the parameter error was penalized. We present our optimality concept on a partial differential equation (PDE) example-boundary control of a particular parabolic PDE with an unknown reaction coefficient. Two technical ideas are central to the developments in the note: a nonquadratic Lyapunov function and a normalization in the Lyapunov-based update law. The optimal adaptive control problem is fundamentally nonlinear and we explore this aspect through several examples that highlight the interplay between the non-quadratic cost and value functions.