Adaptive quantile control for stochastic system

doi:10.1016/j.isatra.2021.05.032

2022-04-01

DOI：10.1016/j.isatra.2021.05.032

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摘要

En 中文

Adaptive control has been successfully developed in deriving control law for stochastic systems with unknown parameters. The generation of reasonable control law depends on accurate parameter estimation. Recursive least square is widely used to estimate unknown parameters for stochastic systems; however, this approach only fits systems with Gaussian noises. In this paper, the adaptive quantile control is first proposed to cover the case where stochastic system noise follows sharp and thick tail distribution rather than Gaussian distribution. In the proposed approach, the system noise is modeled by the Asymmetric Laplace Distribution, and the unknown parameter is online estimated by our developed Bayesian quantile sum estimator, which combines recursive quantile estimations weighted by Bayesian posterior probabilities. With the real-time estimated parameter, the adaptive quantile control law is constructed based on the certainty equivalence principle. Our proposed estimator and controller are not computationally consuming and can be easily conducted in the Micro Controller Unit to fit practical applications. The comparison with some dominant controllers for the unknown stochastic system is conducted to verify the effectiveness of the adaptive quantile control. (c) 2021 ISA. Published by Elsevier Ltd. All rights reserved.

Keyword:

Adaptive quantile control

Asymmetric Laplace Distribution

Bayesian quantile sum estimator

Certainty equivalence principle

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期刊

ISA Transactions

IF:

6.5

论文数:

6.0K

被引数:

2.0W

机构

chalmers university of technology

学者数:

1.5W

论文数: 1.6W

被引数: 10

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