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January  2007, 3(1): 155-164. doi: 10.3934/jimo.2007.3.155

Optimal Adaptive Regulation for Nonlinear Systems with Observation Noise

Xiao-Li Hu 1, and  Han-Fu Chen 1,

1. 

Institute of Systems Science, AMSS, Chinese Academy of Sciences, 55, Zhongguancundonglu, Beijing, 100080, P. R., China, China

Received  July 2006 Revised  October 2006 Published  January 2007

The adaptive regulation is considered for a class of nonlinear systems including the Hammerstein systems and Wiener systems as special cases. The observations are corrupted by noise. By using the intrinsic stability of the system a direct adaptive regulation control is designed with the help of the stochastic approximation (SA) method, and its optimality is proved. A numerical example is provided.
Keywords: nonlinear system, Adaptive regulation, stochastic approximation..
Mathematics Subject Classification: 93E2.
Citation: Xiao-Li Hu, Han-Fu Chen. Optimal Adaptive Regulation for Nonlinear Systems with Observation Noise. Journal of Industrial & Management Optimization, 2007, 3 (1) : 155-164. doi: 10.3934/jimo.2007.3.155
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