On the convergence of self-tuning stochastic servo algorithms based on stochastic approximation

DOI10.1109/9.40751MaRDI QIDQ3468981zbMATH OpenOpenAlexFDO

Authors Srdjan S. Stankovic, Miloje Radenkovic

Publication date 1989

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.40751

zbMATH Keywords

asymptotic optimalityGlobal stabilitypersistence of excitation conditionself-tuning trackingstochastic approximationstrong consistency

Mathematics Subject Classification ID

Stochastic approximation (62L20) Adaptive control/observation systems (93C40) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)

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Cited in

(6)

• Self-tuning servo for stochastic references
• A randomized stochastic approximation algorithm for self-learning
• Stability and stochastic convergence of synthetic generalized predictive self-tuning controller
• Almost sure rate of convergence of the parameter estimates in stochastic approximation algorithm
• Generalized minimum variance adaptive control and parameter convergence for stochastic systems
• Strong consistency of parameter estimates in direct self-tuning control algorithms based on stochastic approximation

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