A novel dual control method is proposed for the stochastic systems with unknown parameters, which converts the unsolvable dynamic programming problem into a tractable twostep ahead minimum variance control problem in ...A novel dual control method is proposed for the stochastic systems with unknown parameters, which converts the unsolvable dynamic programming problem into a tractable twostep ahead minimum variance control problem in a stochastic suboptimal view. Innovation variance is used to improve the learning effect, and the instant weight is introduced to reduce the influence of the future output estimation error on the system. Simulation results show the satisfactory performance of the new controller.展开更多
This paper summarizes recent progress by the authors in developing two solution frameworks for dual control. The first solution framework considers a class of dual control problems where there exists a parameter uncer...This paper summarizes recent progress by the authors in developing two solution frameworks for dual control. The first solution framework considers a class of dual control problems where there exists a parameter uncertainty in the observation equation of the LQG problem. An analytical active dual control law is derived by a variance minimization approach. The issue of how to determine an optimal degree of active learning is then addressed, thus achieving an optimality for this class of dual control problems. The second solution framework considers a general class of discrete-time LQG problems with unknown parameters in both state and observation equations. The best possible (partial) closed-loop feedback control law is derived by exploring the future nominal posterior probabilities, thus taking into account the effect of future learning when constructing the optimal nominal dual control.展开更多
在不考虑互谱的情况下,提出了一种双振动台随机振动控制试验的H∞双自由度控制新方法,能够快速平稳地使控制谱得到收敛,并满足参考谱的要求。研究了基于Η∞控制理论的双振动台解耦控制方法,应用Η∞双自由度控制方法进行双振动台随机...在不考虑互谱的情况下,提出了一种双振动台随机振动控制试验的H∞双自由度控制新方法,能够快速平稳地使控制谱得到收敛,并满足参考谱的要求。研究了基于Η∞控制理论的双振动台解耦控制方法,应用Η∞双自由度控制方法进行双振动台随机振动控制。首先,对于原高阶模型系统进行模型降阶处理,针对降阶系统进行回路整形设计。其次,根据截去振动系统高阶模态的降阶P系统设计Η∞控制器,引入了模型的不确定性扰动。最后,用一悬臂梁模型进行数值仿真验证,仿真结果表明在20~2 000 H z频率范围内,利用Η∞双自由度控制方法设计的控制器,能使输出控制谱与设定参考谱的自谱密度误差控制在±1 dB以内,完全符合双振动台设计的控制要求。展开更多
文摘A novel dual control method is proposed for the stochastic systems with unknown parameters, which converts the unsolvable dynamic programming problem into a tractable twostep ahead minimum variance control problem in a stochastic suboptimal view. Innovation variance is used to improve the learning effect, and the instant weight is introduced to reduce the influence of the future output estimation error on the system. Simulation results show the satisfactory performance of the new controller.
基金the Research Grants Council of Hong Kong, P.R.China under Grant CUHK 4180/03E
文摘This paper summarizes recent progress by the authors in developing two solution frameworks for dual control. The first solution framework considers a class of dual control problems where there exists a parameter uncertainty in the observation equation of the LQG problem. An analytical active dual control law is derived by a variance minimization approach. The issue of how to determine an optimal degree of active learning is then addressed, thus achieving an optimality for this class of dual control problems. The second solution framework considers a general class of discrete-time LQG problems with unknown parameters in both state and observation equations. The best possible (partial) closed-loop feedback control law is derived by exploring the future nominal posterior probabilities, thus taking into account the effect of future learning when constructing the optimal nominal dual control.
文摘在不考虑互谱的情况下,提出了一种双振动台随机振动控制试验的H∞双自由度控制新方法,能够快速平稳地使控制谱得到收敛,并满足参考谱的要求。研究了基于Η∞控制理论的双振动台解耦控制方法,应用Η∞双自由度控制方法进行双振动台随机振动控制。首先,对于原高阶模型系统进行模型降阶处理,针对降阶系统进行回路整形设计。其次,根据截去振动系统高阶模态的降阶P系统设计Η∞控制器,引入了模型的不确定性扰动。最后,用一悬臂梁模型进行数值仿真验证,仿真结果表明在20~2 000 H z频率范围内,利用Η∞双自由度控制方法设计的控制器,能使输出控制谱与设定参考谱的自谱密度误差控制在±1 dB以内,完全符合双振动台设计的控制要求。
