Adaptive control with recursive identification for stochastic linear systems

DOI10.1109/TAC.1984.1103520zbMath0538.93071MaRDI QIDQ3325610

Stéphane Lafortune, Peter E. Caines

Publication date: 1984

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

recursive identificationunknown parametersstochastic adaptive control algorithm

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

Related Items (14)

Stochastic adaptive pole-zero assignment with convergence analysis ⋮ Optimal stochastic adaptive control with quadratic index ⋮ On the concept of excitation in least squares identification and adaptive control^† ⋮ Extended LQG self-tuning controller in a mixed background ⋮ The problem of pole-zero cancellation in transfer function identification and application to adaptive stabilization ⋮ Minimax forecasting model in the control system with identifier ⋮ Adaptive control of linear delay time systems^* ⋮ Strong consistency of parameter estimates in direct self-tuning control algorithms based on stochastic approximation ⋮ Convergence of the generalized dual control algorithm ⋮ Optimal adaptive control for a class of stochastic systems. ⋮ Self-tuning control based on multi-innovation stochastic gradient parameter estimation ⋮ Predictive self-tuning control by parameter bounding and worst-case design ⋮ Persistency of excitation, sufficient richness and parameter convergence in discrete time adaptive control ⋮ Closed loop parameter identifiability and adaptive control of a linear stochastic system

This page was built for publication: Adaptive control with recursive identification for stochastic linear systems