Asymptotically Efficient Self-Tuning Regulators

DOI10.1137/0325026zbMath0626.93034MaRDI QIDQ3030666

Tze Leung Lai, Ching-Zong Wei

Publication date: 1987

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0325026

zbMATH Keywords

convergence; least-squares estimation; self-tuning control; white-noise probing inputs

Mathematics Subject Classification ID

60G42: Martingales with discrete parameter

93C40: Adaptive control/observation systems

93E10: Estimation and detection in stochastic control theory

93E12: Identification in stochastic control theory

93E20: Optimal stochastic control

62L20: Stochastic approximation

Related Items

Estimators with prescribed Precision in Stochastic regression models, Locally optimal adaptive control without persistent excitation, Learning in linear models with expectational leads, Strong consistency of parameter estimates in direct self-tuning control algorithms based on stochastic approximation, Adaptive control in the scalar linear-quadratic model in continuous time, Asymptotically efficient adaptive control in stochastic regression models, Adaptive optimization and \(D\)-optimum experimental design., Does a system need to be completely identified?, Recursive order estimation of stochastic control systems, On the concept of excitation in least squares identification and adaptive control^†