Does a system need to be completely identified?

DOI10.1007/BF02404124MaRDI QIDQ1974983zbMATH OpenOpenAlexFDO

Authors M. M. Kogan, Juri I. Neimark

Publication date 27 March 2000

Published in Computational Mathematics and Modeling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02404124

zbMATH Keywords

consistent estimatesidentification-based adaptive controlrecursive least-squaresself-tuning controllers

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40)

Review text

The paper deals with the design of an identification-based adaptive control law for linear dynamical systems. A recursive least-squares method is used for the identification of system parameters in the presence of zero mean white noise random disturbances and for the design of the adaptive control system. It is shown that the design of an adaptive locally optimal control algorithm does not require consistent estimates of system parameters and hence may be based on pure least-squares, without applying additional signals in the scheme. Such a property holds true if the adaptive controller parameters are specific functions of the current least-squares system parameter estimates. Proper conditions for self-tuning controllers based on recursive least-squares estimates, guaranteeing local optimality of the adaptive system, are given. Decomposition of the estimate space into orthogonal subspaces and the averaging method are applied in the deterministic and the stochastic case, respectively, to prove invariance of the parameters of locally optimal control laws for the quadratic objective function (with respect to the reference path tracking error). The behaviour of the predictor error, tracking error and system parameter estimates in the adaptive system is considered and appropriate convergence conditions are established.

Recommendations

• Identifiability of locally optimal adaptive controls with indirect observations
• Recursive least-squares identification algorithms with incomplete excitation: convergence analysis and application to adaptive control
• Convergence of adaptive control schemes using least-squares parameter estimates
• Locally optimal adaptive control without persistent excitation
• Comments on self-adaptive regulators based on the least-squares method and its recursive modifications. General approach

Cites work

• Asymptotically Efficient Self-Tuning Regulators
• Convergence of adaptive minimum variance algorithms via weighting coefficient selection
• Discrete Time Stochastic Adaptive Control
• Exponential convergence of adaptive identification and control algorithms
• Functional capabilities of adaptive locally optimal control
• scientific article; zbMATH DE number 108093 (Why is no real title available?)
• Locally optimal adaptive control
• Optimal Adaptive Control and Consistent Parameter Estimates for ARMAX Model with Quadratic Cost
• Self-Tuning Trackers
• Stochastic adaptive control using a modified least squares algorithm

Cited in

(4)

• On the necessity of identifying the true parameter in adaptive LQ control
• On using least-squares updates without regressor filtering in identification and adaptive control of nonlinear systems
• What causes a system to satisfy a specification?
• Locally optimal adaptive control without persistent excitation

This page was built for publication: Does a system need to be completely identified?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1974983)