A probabilistic indirect adaptive control for systems with input-dependent noise

Randa Herzallah

    Research output: Contribution to journalArticlepeer-review

    Abstract

    A probabilistic indirect adaptive controller is proposed for the general nonlinear multivariate class of discrete time system. The proposed probabilistic framework incorporates input–dependent noise prediction parameters in the derivation of the optimal control law. Moreover, because noise can be nonstationary in practice, the proposed adaptive control algorithm provides an elegant method for estimating and tracking the noise. For illustration purposes, the developed method is applied to the affine class of nonlinear multivariate discrete time systems and the desired result is obtained: the optimal control law is determined by solving a cubic equation and the distribution of the tracking error is shown to be Gaussian with zero mean. The efficiency of the proposed scheme is demonstrated numerically through the simulation of an affine nonlinear system.
    Original languageEnglish
    Pages (from-to)48–67
    Number of pages20
    JournalInternational Journal of Adaptive Control and Signal Processing
    Volume25
    Issue number1
    Early online date28 Jul 2010
    DOIs
    Publication statusPublished - Jan 2011

    Bibliographical note

    Herzallah, R. (2011). A probabilistic indirect adaptive control for systems with input-dependent noise. International Journal of Adaptive Control and Signal Processing, 25(1), 48–67, which has been published in final form at http://dx.doi.org/10.1002/acs.1198. This article may be used for non-commercial purposes in accordance With Wiley Terms and Conditions for self-archiving.

    Keywords

    • uncertainty
    • neural networks
    • stochastic systems
    • nonstationary noise
    • distribution modelling

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