Skip to main content

Dualite : Identification bayesienne — Commande robuste

  • Session 4 A Adaptive Methods
  • Conference paper
  • First Online:
Analysis and Optimization of Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 44))

  • 153 Accesses

Abstract

A new duality concept is studied in this paper. The general frame of the conflict between parametric identification and control quality is recalled and then precised step by step. In order to get a rigorous mathematical definition of this duality an inherently parallel bayesian identification method is used ; its convergence properties are set by a theorem. Robust state-estimation through a Kalman filter is linked to the previous bayesian parametric identification ; a first sense of dual-effect clearly appears. Robust control versus identification can then be studied in the last part : the mathematical formulation of duality is given for a class of adaptive control ; robustness and identification qualities are introduced and their theoretical expressions are given with respect to a suitable criterion.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Bibliographie

  1. ALSPACH D.L., SCHARF L.L., ABIRI A. — A bayesian solution to the problem of state estimate in an unknown noise environment — Int. J. Cont., vol. 19, no2 pp 265–287, 1974

    Google Scholar 

  2. ASTROM K.J., BORISSON, LJUNG, WITTENMARK — Theory and application of self tuning regulators — Automatica, vol.13, pp 457–476, 1977

    Google Scholar 

  3. BAR SHALOM — TSE — Dual effect, certainty equivalence and separation in stochastic control — IEEE Trans. Aut. Control, vol AC 19, no5, 1974

    Google Scholar 

  4. DESHPANDE, UPADHYAY, LAINIOTIS — Adaptive control of linear stochastic systems Automatica, vol. 9, pp. 107–115, 1973

    Google Scholar 

  5. GUSTAVSSON, LJUNG L., SODERSTROM T. — Identification of processes in closed loop, identificability and accuracy aspects — 4th Symposium IFAC Identification, Tbilissi, sept. 1976

    Google Scholar 

  6. HAWKES R.M., MOORE J.B. — Performance of bayesian parameter estimation for linear signal models — IEEE Trans. Automatic Control, pp 253–527, 1976

    Google Scholar 

  7. LJUNG L — Analysis of recursive stochastic algorithms — IEEE Trans. Aut. Cont. vol. AC 22, no4, 1977

    Google Scholar 

  8. STERNBY J. — Topics in dual control — Lund Institute of Technology report, 77

    Google Scholar 

  9. GAUVRIT M., FARGEON C., RODRIGO P. — Convergence and asymptotic behaviour of parallel algorithms — Int. Journal of Control, 1981, vol.33, no5, pp 811–837

    Google Scholar 

  10. GAUVRIT M., RODRIGO P. — Convergence des algorithmes bayesiens en boucle ouverge et fermée — RAIRO Automatique/Systems Analysis Control, vol 14,no1 pp 33–54, 1981

    Google Scholar 

  11. ALSTER J., BELANGER P.R. — A Technique for dual adaptive control — Automatica, vol.10, pp 627–637 — 1974

    Google Scholar 

  12. BARAM Y., SANDELL N.R. — An information theoretic approach to dynamical systems modeling and identification — IEEE Trans; Automatic Control, vol. AC 23, pp 61–66, 1978

    Google Scholar 

  13. HILBORN C.G., LAINIOTIS D.G. — Optimal adaptive filter realizations for sample stochastic processes with an unknown parameter — IEEE Trans. Aut. Control, pp 767–770, 1969

    Google Scholar 

  14. TUGNAIT J. — Convergence analysis of partitioned adaptive estimation under continuous parameter uncertainty — IEEE Trans. Automatic Control, pp 569–573, juin 1980

    Google Scholar 

  15. LAINIOTIS D.G. — Partitioned estimation algorithms, II: linear estimation — Information Sci., 7, pp 317–340, 1974

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

A. Bensoussan J. L. Lions

Rights and permissions

Reprints and permissions

Copyright information

© 1982 Springer-Verlag

About this paper

Cite this paper

Gauvrit, M. (1982). Dualite : Identification bayesienne — Commande robuste. In: Bensoussan, A., Lions, J.L. (eds) Analysis and Optimization of Systems. Lecture Notes in Control and Information Sciences, vol 44. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0044403

Download citation

  • DOI: https://doi.org/10.1007/BFb0044403

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12089-6

  • Online ISBN: 978-3-540-39526-3

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics