Prefer a chat interface with context about you and your work?
Stability Bounds for Learning-Based Adaptive Control of Discrete-Time Multi-Dimensional Stochastic Linear Systems with Input Constraints
We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the system are unknown. To address this challenge, we propose a certainty-equivalent control scheme combining online parameter estimation with saturated linear control. We establish the …