Prediction Error Dual Controller

M. Flídr and M. Šimandl (Czech Republic)


adaptive control, dual control, cautious control, stochastic systems, probing


A new approach to dual controller synthesis for the MIMO discrete stochastic state space systems with uncertain pa rameters is proposed. This approach enhances an one-step ahead criterion with a term quantifying the prediction er ror of the state augmented with uncertain parameters. This term is weighted with a matrix that makes it possible to determine contribution of each parameter and state uncer tainties to probing signal independently. Some aspects of the proposed dual controller are treated. The proposed dual controller is compared to other non-dual and dual con trollers in a numerical example.

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