On the usefulness of persistent excitation in ARX adaptive tracking

DOI10.1080/00207171003642188zbMATH Open1222.93214arXiv0903.2572OpenAlexW2568906643MaRDI QIDQ3578765FDOQ3578765

Authors: Bernard Bercu, Victor Vazquez 

Publication date: 20 July 2010

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

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.

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

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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)

Cites Work

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• An adaptive observer for robots with persistent excitation

Cited In (5)

• Title not available (Why is that?)
• 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
• Title not available (Why is that?)

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