Adaptive optimal control for linear stochastic systems with additive noise

Research output: Chapter in Book/Report/Conference proceedingConference contribution


In this paper, an optimal control design scheme is proposed for continuous-time linear stochastic systems with unknown dynamics. Both signal-dependent noise and additive noise are considered. A non-model based optimal control design methodology is employed to iteratively update the control policy online by using the system state and input information. A new adaptive dynamic programming algorithm is developed, and the convergence result for the proposed methods is presented. The effectiveness of the obtained method is also illustrated by a practical simulation example of 2-DOF vehicle suspension control system.

Original languageEnglish (US)
Title of host publicationProceedings of the 34th Chinese Control Conference, CCC 2015
EditorsQianchuan Zhao, Shirong Liu
PublisherIEEE Computer Society
Number of pages6
ISBN (Electronic)9789881563897
StatePublished - Sep 11 2015
Event34th Chinese Control Conference, CCC 2015 - Hangzhou, China
Duration: Jul 28 2015Jul 30 2015

Publication series

NameChinese Control Conference, CCC
ISSN (Print)1934-1768
ISSN (Electronic)2161-2927


Other34th Chinese Control Conference, CCC 2015


  • Adaptive control
  • Adaptive dynamic programming
  • Optimal control
  • Stochastic system

ASJC Scopus subject areas

  • Computer Science Applications
  • Control and Systems Engineering
  • Applied Mathematics
  • Modeling and Simulation


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