Randomized algorithms for the synthesis of cautious adaptive controllers

We introduce a new methodology for the design of cautious adaptive controllers based on the following two-step procedure: (i) a probability measure describing the likelihood of different models is updated on-line based on observations, and (ii) a controller with certain robust control specifications is tuned to the updated probability by means of randomized algorithms. The robust control specifications are assigned as average specifications with respect to the estimated probability measure, and randomized algorithms are used to make the controller tuning computationally tractable. This paper provides a general overview of the proposed new methodology. Still, many issues remain open and represent interesting topics for future research. (C) 2003 Elsevier Science B.V. All rights reserved.