Year: 2019
Type: preprint
Abstract: The optimal adaptive control of a linear system in a signal-plus-noise setting with infinite horizon LQ regulator cost is studied. The class of partially observed linear systems for which the certainty equivalence property holds is identified. It is also shown that a linear system is adaptively stabilizable if and only if it is uniformly stabilizable, and the class of partially observed linear systems for which the certainty equivalence value function is a supersolution of the Bellman equation is identified.
Source: arXiv (Cornell University)
Author: Hijab, Omar
Language: English
Subfield: Control and Systems Engineering
Field: Engineering
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4394646141