IEEE Transactions on Automatic Control, Vol.42, No.3, 350-363, 1997
On Adaptive Boundary Control for Stochastic Parabolic-Systems with Unknown Potential Coefficient
An adaptive boundary control problem for a stochastic heat diffusion equation is studied, The considered system contains an unknown potential coefficient which is a function of the spatial variables. The estimation algorithm for the unknown potential coefficient is proposed by using the stochastic approximation technique, After showing the strong consistency of the estimated parameter, the cost for the adaptive control scheme presented here is shown to converge to the optimal ergodic cost. Finally some numerical examples are shown.