Asymptotically optimum recursive prediction error methods in adaptive estimation and control

DOI10.1016/0005-1098(86)90086-5MaRDI QIDQ1072510zbMATH OpenOpenAlexFDO

Authors John Moore, R. K. Boel

Publication date 1986

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(86)90086-5

zbMATH Keywords

adaptive controllinear, discrete-time, stochastic plantsparameter identification algorithmrecursive prediction

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Theory of operating systems (68N25) Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

Review text

The challenge taken up in this paper is to devise a parameter identification algorithm for linear, discrete-time, stochastic plants which exploits the strengths of both the extended least squares (ELS) and the recursive prediction error (RPE) parameter estimation methods. The focus is on adaptive control of parameterized state space models which exploit a priori plant information in that the unknown parameter vector \(\theta^ r\) is of lower dimension than that for a corresponding input- output model parameterized by \(\theta\). A triple parameter estimation scheme consisting of ELs, RPE and a hybrid of the two, denoted HPE, is proposed. The purpose of the HPE scheme is to permit information flow from the ELS to RPE algorithms so as to effectively project RPE into a stability domain, and to have it avoid local prediction error index minima that are not the global minimum.

Recommendations

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Cites work

• A modified prefilter for some recursive parameter estimation algorithms
• An approach to nonlinear programming
• Convergence of adaptive minimum variance algorithms via weighting coefficient selection
• scientific article; zbMATH DE number 3875113 (Why is no real title available?)
• Persistence of excitation in extended least squares
• Recursive prediction error algorithms without a stability test
• Recursive Prediction Error Methods for Adaptive Estimation
• Stochastic adaptive control using a modified least squares algorithm

Cited in

(1)

• The method of recursive aim inequalities in adaptive control theory

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