Closed loop parameter identifiability and adaptive control of a linear stochastic system

DOI10.1016/0167-6911(90)90065-3MaRDI QIDQ804537zbMATH OpenOpenAlexFDO

Authors László Gerencsér

Publication date 1990

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(90)90065-3

zbMATH Keywords

linear stochastic control systemLjung's recursive scheme

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Identification in stochastic control theory (93E12) Probabilistic games; gambling (91A60)

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Cites work

• scientific article; zbMATH DE number 3709526 (Why is no real title available?)
• scientific article; zbMATH DE number 65814 (Why is no real title available?)
• scientific article; zbMATH DE number 193126 (Why is no real title available?)
• A Survey of Some Results in Stochastic Adaptive Control
• Adaptive control of continuous-time linear stochastic systems
• Adaptive control with recursive identification for stochastic linear systems
• An ordinary differential equation technique for continuous-time parameter estimation
• Analysis of recursive stochastic algorithms
• Checkable conditions for identifiability of linear systems operating in closed loop
• Identification of processes in closed loop-identifiability and accuracy aspects
• Representations of jointly stationary stochastic feedback processes†

Cited in

(6)

• Identification of both closed- and open-loop stochastic system while stabilizing it.
• Closed-loop identification for the best asymptotic performance of adaptive robust control
• Multiple objective optimization approach to adaptive and learning control
• Closed-loop persistent identification of linear systems with unmodeled dynamics and stochastic disturbances
• Identification of a dynamic plant in a closed-loop system with limited control resources
• Full state constraints-based adaptive tracking control for uncertain nonlinear stochastic systems with input saturation

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