Asymptotically Efficient Self-Tuning Regulators

DOI10.1137/0325026MaRDI QIDQ3030666zbMATH OpenOpenAlexFDO

Authors Tze Leung Lai, Ching-Zong Wei

Publication date 1987

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0325026

zbMATH Keywords

convergenceleast-squares estimationself-tuning controlwhite-noise probing inputs

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stochastic approximation (62L20) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)

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(18)

• Adaptive control in the scalar linear-quadratic model in continuous time
• Adaptive predictive control with mean-square input constraint
• Asymptotically efficient adaptive control in stochastic regression models
• Adaptive optimization and \(D\)-optimum experimental design.
• Does a system need to be completely identified?
• Optimal experimental design and some related control problems
• Recursive order estimation of stochastic control systems
• scientific article; zbMATH DE number 4141907 (Why is no real title available?)
• On the concept of excitation in least squares identification and adaptive control^†
• Regulation and control effort in self-tuning controllers
• scientific article; zbMATH DE number 4006105 (Why is no real title available?)
• Estimators with prescribed Precision in Stochastic regression models
• scientific article; zbMATH DE number 279456 (Why is no real title available?)
• Locally optimal adaptive control without persistent excitation
• Finite-time regret minimization for linear quadratic adaptive controllers: an experiment design approach
• Automatic tuning of simple regulators with specifications on phase and amplitude margins
• Learning in linear models with expectational leads
• Strong consistency of parameter estimates in direct self-tuning control algorithms based on stochastic approximation

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