Convergence of adaptive minimum variance algorithms via weighting coefficient selection

DOI10.1109/TAC.1982.1102872MaRDI QIDQ3924068zbMATH OpenFDO

Authors Rajendra Kumar, John Moore

Publication date 1982

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

Full work available at URL https://doi.org/10.1109/TAC.1982.1102872

zbMATH Keywords

adaptive controladaptive minimum variance algorithmsadaptive state estimationparameter estimationpredictionstochastic approximationweighted least squaresweighting coefficient selection

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15)

Cited in

(9)

• Convergence in mean for ELS-based adaptive control
• Asymptotically optimum recursive prediction error methods in adaptive estimation and control
• Convergence of continuous time stochastic ELS parameter estimation
• Stochastic adaptive control using a modified least squares algorithm
• Parameter adaptive control algorithms - a tutorial
• On adaptive minimum variance regulation for non-minimum phase plants
• Convergence and logarithm laws of self-tuning regulators
• Does a system need to be completely identified?
• On robustness to noise of least squares based adaptive control

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