On the usefulness of persistent excitation in ARX adaptive tracking

DOI10.1080/00207171003642188MaRDI QIDQ3578765zbMATH OpenOpenAlexFDO

Authors Bernard Bercu, Victor Vazquez

Publication date 20 July 2010

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0903.2572

zbMATH Keywords

central limit theoremestimationadaptive controlSchur complementlaw of iterated logarithmpersistent excitation

Mathematics Subject Classification ID

Controllability (93B05) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10)

Abstract: The usefulness of persistent excitation is well-known in the control community. Thanks to a persistently excited adaptive tracking control, we show that it is possible to avoid the strong controllability assumption recently proposed in the multidimensional ARX framework. We establish the almost sure convergence for both least squares and weighted least squares estimators of the unknown parameters. A central limit theorem and a law of iterated logarithm are also provided. All this asymptotical analysis is related to the Schur complement of a suitable limiting matrix.

Recommendations

• A new concept of strong controllability via the Schur complement for ARX models in adaptive tracking
• On the almost sure central limit theorem for ARX processes in adaptive tracking
• Persistent excitation in adaptive systems
• Persistence of excitation in linear systems
• Publication:3028143

Cites work

• Adaptive prediction by least squares predictors in stochastic regression models with applications to time series
• An adaptive observer for robots with persistent excitation
• Central Limit Theorem And Law Of Iterated Logarithm For Least Squares Algorithms In Adaptive Tracking
• Convergence and logarithm laws of self-tuning regulators
• Extended least squares and their applications to adaptive control and prediction in linear systems
• Intelligent Excitation for Adaptive Control With Unknown Parameters in Reference Input
• On Persistent Excitation for Linear Systems with Stochastic Coefficients
• Persistence of excitation conditions in passive learning control
• Persistence of excitation in extended least squares
• Self-convergence of weighted least-squares with applications to stochastic adaptive control
• The AAstrom-Wittenmark self-tuning regulator revisited and ELS-based adaptive trackers
• The linearisation and optimal control of large nonlinear rational expectations models by persistent excitation
• Weighted Estimation and Tracking for ARMAX Models
• Weighted adaptive minimum variance controller with unknown input coefficient

Cited in

(5)

• scientific article; zbMATH DE number 4015976 (Why is no real title available?)
• A Durbin–Watson serial correlation test for ARX processes via excited adaptive tracking
• On the almost sure central limit theorem for ARX processes in adaptive tracking
• A new concept of strong controllability via the Schur complement for ARX models in adaptive tracking
• scientific article; zbMATH DE number 6179128 (Why is no real title available?)

This page was built for publication: On the usefulness of persistent excitation in ARX adaptive tracking

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3578765)