Identification and stochastic adaptive control
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Publication:1189435
zbMATH Open0747.93002MaRDI QIDQ1189435FDOQ1189435
Authors: Lei Guo, Hanfu Chen 
Publication date: 18 September 1992
Published in: Systems \& Control: Foundations \& Applications (Search for Journal in Brave)
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Cited In (only showing first 100 items - show all)
- Finite-model adaptive control using an LS-like algorithm
- Adaptive control of non‐minimum phase systems
- Advanced topics in control and estimation of state-multiplicative noisy systems
- Almost sure convergence rates for system identification using binary, quantized, and regular sensors
- A unified identification algorithm of FIR systems based on binary observations with time-varying thresholds
- Joint identification of plant rational models and noise distribution functions using binary-valued observations
- ADAPTIVE PARAMETER ESTIMATION IN MULTIVARIATE SELF-EXCITING THRESHOLD AUTOREGRESSIVE MODELS
- Stochastic adaptive control for continuous-time linear systems with quadratic cost
- System identification: regime switching, unmodeled dynamics, and binary sensors
- Convergence rate of least-squares identification and adaptive control for stochastic systems†
- The residual based extended least squares identification method for dual-rate systems
- Decentralized tracking-type games for multi-agent systems with coupled ARX models: asymptotic Nash equilibria
- Sampled-data-based LQ control of stochastic linear continuous-time systems
- Recursive order estimation of stochastic control systems
- Multivariable adaptive control: a survey
- Consistency property of extended least-squares parameter estimation for stochastic diffusion equation
- Strongly consistent coefficient estimate for errors-in-variables models
- Identification error bounds and asymptotic distributions for systems with structural uncertainties
- Title not available (Why is that?)
- Convergence rates of discrete-time stochastic approximation consensus algorithms: graph-related limit bounds
- Continuous-time stochastic consensus: stochastic approximation and Kalman-Bucy filtering based protocols
- On stability of random Riccati equations
- Tracking and identification of regime-switching systems using binary sensors
- An indirect adaptive pole‐placement control for MIMO discrete‐time stochastic systems
- On discrete-time linear quadratic control
- Markov chain approach to identifying Wiener systems
- Convergence and logarithm laws of self-tuning regulators
- On the stability of slowly time-varying linear systems
- Sparse system identification for stochastic systems with general observation sequences
- Signal estimation with binary-valued sensors
- Adaptive boundary control of stochastic linear distributed parameter systems described by analytic semigroups
- On critical stability of discrete-time adaptive nonlinear control
- A stability theorem for identification and adaptive control
- Randomized algorithms for the synthesis of cautious adaptive controllers
- ADRC based input disturbance rejection for minimum-phase plants with unknown orders and/or uncertain relative degrees
- Stability condition for sampled data based control of linear continuous switched systems
- Stochastic $\varepsilon$-Optimal Linear Quadratic Adaptation: An Alternating Controls Policy
- Closed-loop persistent identification of linear systems with unmodeled dynamics and stochastic disturbances
- Limit theorems with weights for vector-valued martingales
- Estimation of IIR systems with binary-valued observations
- General lemmas for stability analysis of linear continuous-time systems with slowly time-varying parameters
- Identification of Wiener systems with binary-valued output observations
- A note on continuous-time ELS
- Recursive identification for multivariate errors-in-variables systems
- A new concept of strong controllability via the Schur complement for ARX models in adaptive tracking
- Identification for disturbed MIMO Wiener systems
- Asymptotically efficient parameter estimation using quantized output observations
- Performance analysis of stochastic gradient algorithms under weak conditions
- On feedback capability for a class of semiparametric uncertain systems
- Title not available (Why is that?)
- Least squares estimator for regression models with some deterministic time varying parameters
- Parameter estimation for ARMA processes with errors in models
- Kernel-based local order estimation of nonlinear nonparametric systems
- Title not available (Why is that?)
- Improved consistent estimation of the order of stochastic control systems
- Adaptive tracking and recursive identification for Hammerstein systems
- Stability of stochastic 2-D systems
- Recursive estimators with Markovian jumps
- A review of fuzzy logic and neural network based intelligent control design for discrete-time systems
- Title not available (Why is that?)
- Consistency of the robust recursive Hammerstein model identification algorithm
- On consistency of recursive least squares identification algorithms for controlled auto-regression models
- Stochastic approximation algorithms: overview and recent trends.
- Strongly consistent estimation of the order of stochastic control systems (CARMA model)
- Adaptive robust control under model uncertainty
- Space and time complexities and sensor threshold selection in quantized identification
- Title not available (Why is that?)
- Strong consistence of recursive identification for Wiener systems
- Exploring the maximum capability of adaptive feedback
- Control of uncertain nonlinear systems based on observers and estimators
- Control theory. 3: Identification, adaptation, optimization
- Adaptive parameter estimation in self-exciting threshold autoregressive models
- Adaptive IIR identification of stochastic systems with noisy input-output data
- Singularity-free adaptive control of discrete-time linear systems without prior knowledge of the high-frequency gain
- Adaptive regulation for Hammerstein and Wiener systems with event-triggered observations
- Nonparametric Adaptive Robust Control under Model Uncertainty
- Adaptive tracking control under quantized observations and observation uncertainty with unbounded variance
- A new method of parameter estimation and adaptive control of nonlinear systems with filterless least-squares
- Recursive system identification method from binary input/output measurements
- Identification and adaptation with binary-valued observations under non-persistent excitation condition
- Convergence analysis of forgetting factor least squares algorithm for ARMAX time-delay models
- A robust adaptive pole-placement controller without strictly positive real condition
- Necessary and sufficient convergence conditions of the instrumental variable method for identification
- Optimal control of unknown discrete-time linear systems with additive noise
- A robust model reference adaptive control without strictly positive real condition
- Author's reply to ``comments on `identification of Hammerstein nonlinear ARMAX systems'\,
- Comments on ``Identification of Hammerstein nonlinear ARMAX systems
- Distributed adaptive formation control of multi-agent systems with measurement noises
- Adaptive mean field games for large population coupled ARX systems with unknown coupling strength
- Data-driven nonparametric robust control under dependence uncertainty
- Adaptive control of continuous time stochastic systems
- Is it possible to stabilize discrete-time parameterized uncertain systems growing exponentially fast?
- Identifiability of locally optimal adaptive controls with indirect observations
- Adaptive identification of nonstationary technological processes with Markov parameters in stochastic control problems
- Iterative learning control using faded measurements without system information: a gradient estimation approach
- On-line parameter estimator derived from modified matrix pseudoinverse
- A stochastic gradient-based two-step sparse identification algorithm for multivariate ARX systems
- Distributed order estimation for continuous-time stochastic systems
- Convergence analysis of cautious control
- Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
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