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) Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12) Theory of operating systems (68N25)

Recommendations

• Extended least squares and their applications to adaptive control and prediction in linear systems
• Adaptive control with recursive identification for stochastic linear systems
• scientific article; zbMATH DE number 4078571
• Asymptotically efficient adaptive control algorithm for multivariate linear plants
• Adaptive control of linear dynamic plants by a modified method of least squares

Cites work

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

Cited in

(1)

• The method of recursive aim inequalities in adaptive control theory

This page was built for publication: Asymptotically optimum recursive prediction error methods in adaptive estimation and control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1072510)