Adaptive control with the stochastic approximation algorithm: Geometry and convergence

DOI10.1109/TAC.1985.1103963MaRDI QIDQ3720437zbMATH OpenOpenAlexFDO

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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• Generalized minimum variance adaptive control and parameter convergence for stochastic systems
• 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
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• An ODE method to prove the geometric convergence of adaptive stochastic algorithms
• Will the self-tuning approach work for general cost criteria?
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• A note on the structure of two subsets of the parameter space in adaptive control problems
• 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.

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