Adaptive control with the stochastic approximation algorithm: Geometry and convergence

DOI10.1109/TAC.1985.1103963zbMATH Open0591.93063OpenAlexW2048287263MaRDI QIDQ3720437FDOQ3720437

Authors Arthur Becker, P. R. Kumar, Ching-Zong Wei 

Publication date 1985

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

Full work available at URL https://doi.org/10.1109/tac.1985.1103963

zbMATH Keywords

convergencerecursive stochastic approximation schemereduced-order minimum variance controllers

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Analysis of variance and covariance (ANOVA) (62J10) Stochastic approximation (62L20) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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Cited In (23)

• Convergence analysis for reduced-order adaptive controller design of uncertain SISO linear systems with noisy output measurements
• Abstract stochastic approximations and applications
• Direct adaptive decoupling control for general stochastic multivariable systems
• A state space approach to the problem of adaptive pole assignment
• Almost sure rate of convergence of the parameter estimates in stochastic approximation algorithm
• Title not available (Why is no real title available?)
• Control: a perspective
• Minimax forecasting model in the control system with identifier
• Sufficient conditions for robust performance of adaptive controllers with general uncertainty structure
• Generalized minimum variance adaptive control and parameter convergence for stochastic systems
• Extended LQG self-tuning controller in a mixed background
• Self-convergence of weighted least-squares with applications to stochastic adaptive control
• Steady-state and parameter tracking properties of self-tuning minimum variance regulators
• The zero divisor problem of multivariable stochastic adaptive control
• Robustness analysis of identification and adaptive control for stochastic systems
• Strong consistency of parameter estimates in direct self-tuning control algorithms based on stochastic approximation
• On adaptive linear-quadratic regulators
• An ODE method to prove the geometric convergence of adaptive stochastic algorithms
• Will the self-tuning approach work for general cost criteria?
• Title not available (Why is no real title available?)
• General Stochastic Convergence Theorem and Stochastic Adaptive Output-Feedback Controller
• Recent results on least squares-based adaptive control of linear stochastic systems in white noise.
• A note on the structure of two subsets of the parameter space in adaptive control problems

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