Criterial convergence of the least squares method in an adaptive control system

MaRDI QIDQ1593858zbMATH OpenFDO

Authors A. E. Barabanov

Publication date 28 January 2001

Published in Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

adaptive controlconsistenceconvergenceleast squares methodlinear regressionLyapunov quadratic function

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Least squares and related methods for stochastic control systems (93E24)

Review text

The least squares method is a standard approach to the estimation of the parameters of linear regression. In adaptive control problems the least squares method is applied to the linear-regression equation in which the regressors depend on the history of noises. In the standard problem of adaptive minimal variance for a linear scalar minimum-phase plant, the condition of a uniformly nondegenerated information matrix is not fulfilled. In this paper it is proved that the least squares method ensures criterion convergence, i.e., the cost functional is minimized, although the estimates of the parameter may diverge. Special specifying actions were introduced that guarantee that the information matrix is nondegenerate to a certain degree. It is proved that the estimates of the coefficients are consistent and the closed control system is optimal. The proof is based on the Lyapunov quadratic function method.

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Cited in

(7)

• Numerical results for adaptive (negative norm) constrained first order system least squares formulations
• Least mean squares as a control system
• A Mean-Square Stability Analysis of the Least Mean Fourth Adaptive Algorithm
• Self-convergence of weighted least-squares with applications to stochastic adaptive control
• On parameter convergence in least squares identification and adaptive control
• Use of the method of least squares for designing an adaptive optimal control for a linear dynamic plant
• Minimax forecasting model in the control system with identifier

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