双重不确定性系统的跟踪与辨识

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对于具有未知参数的高斯白噪声随机线性系统,提出了一个有效的自适应控制策略.控制器一方面能够控制系统朝着期望的目标运行,另一方面又能对未知参数进行辨识.对于给定的效用函数,能够在跟踪与辨识间获得最佳平衡.仿真结果表明了该方法的有效性.
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