Journal article
Simultaneous Optimal Identification and Tracking of Stochastic Linear Uncertain Systems
IFAC Proceedings Volumes, v 29(1), pp 5138-5143
Jun 1996
Abstract
The problem of optimal simultaneous identification and tracking of stochastic uncertain linear systems on finite time interval is formulated and solved. The control objective is minimization of a quadratic tracking criterion. The identification criterion is maximization of the Fisher information matrix. The combined objective is the simultaneous minimization of the quadratic tracking criterion and maximization of the information matrix. The inherent conflict between tracking and identification, as they are competing for the only available resource, the input to the plant, is posed and solved.
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Details
- Title
- Simultaneous Optimal Identification and Tracking of Stochastic Linear Uncertain Systems
- Creators
- Ilan Rusnak - Rafael Advanced Defense Systems (Israel)Allon Guez - Drexel University
- Publication Details
- IFAC Proceedings Volumes, v 29(1), pp 5138-5143
- Publisher
- Elsevier
- Resource Type
- Journal article
- Language
- English
- Academic Unit
- Electrical and Computer Engineering
- Other Identifier
- 991020531976604721