Estimation of unknown time-varying driving matrix and it's application to learning control (further report)

This is a further report of the previous one discussing the problem of estimating states and unknown parameters, and learning control for discrete-time control system of random disturbances and measurement noise. Unknown parameters (in this report a driving matrix is considered) are time-varying, and the author considered an estimation of a polynomial for an unknown driving matrix with respect to time in order to estimate directly an unknown drving matrix. The difference between this report and the previous one is that the one considered only state-observation equation as observation schemes, the other both a state-observation equation and a parameter observation equation. Kalman filter is applied directly as estimation equation. As numerical examples, estimation of a state and an unknown time-varying driving coefficient and learning control in the first order control systems are shown.