Pole assignment for stochastic systems with unknown coefficients

DOI10.1007/BF02916836MaRDI QIDQ5926408zbMATH OpenOpenAlexFDO

Authors Hanfu Chen, Cao, Xiren

Publication date 1 March 2002

Published in Science in China. Series E (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02916836

zbMATH Keywords

learningpole placementstochastic approximation

Mathematics Subject Classification ID

Stochastic approximation (62L20) Pole and zero placement problems (93B55) Stochastic stability in control theory (93E15) Stochastic learning and adaptive control (93E35)

Review text

The paper deals with a linear single-input stochastic system with unknown coefficients. In particular, the aim is to deal with methods of solution for the exact pole assigment problem under the controllability assumption, which is a necessary and sufficient condition for systems with known coefficients. To this end, the system noise is required to be mutually independent with zero mean and with bounded second moment. Two approaches are considered for constructing the methods of solution. The first method is a learning procedure and the second one belongs to adaptive class methods. Both methods require no coefficient estimation and are essentially based on stochastic approximation.

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Cites work

• A Kiefer-Wolfowitz algorithm with randomized differences
• A learning result for continuous-time recurrent neural networks
• Adaptive pole placement without excitation probing signals
• Adaptive stabilization of unstable and nonminimum-phase stochastic systems
• Analysis of a high-order iterative learning control algorithm for uncertain nonlinear systems with state delays
• Controllability is not necessary for adaptive pole placement control
• scientific article; zbMATH DE number 48727 (Why is no real title available?)
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• scientific article; zbMATH DE number 1322222 (Why is no real title available?)
• scientific article; zbMATH DE number 1043533 (Why is no real title available?)
• Indirect adaptive pole-placement control of MIMO stochastic systems: self-tuning results
• Robustness analysis of interval matrices based on Kharitonov's theorem
• Stochastic approximation methods for constrained and unconstrained systems

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