Stochastic Adaptive Control for Exponentially Convergent Time-Varying Systems

DOI10.1137/0324035MaRDI QIDQ3734286zbMATH OpenOpenAlexFDO

Authors Graham C. Goodwin, X. Xianya, David J. Hill

Publication date 1986

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10722/169619

zbMATH Keywords

robustnessadaptive controlexponentially convergent parametersstochastic gradient minimum variance algorithmtime-varying finite-dimensional stochastic system

Mathematics Subject Classification ID

Stochastic programming (90C15) Sensitivity (robustness) (93B35) Methods of reduced gradient type (90C52) Adaptive control/observation systems (93C40) Model systems in control theory (93C99) Optimal stochastic control (93E20)

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Cited in

(11)

• Stability, convergence, and performance of an adaptive control algorithm applied to a randomly varying system
• A perspective on convergence of adaptive control algorithms
• Adaptive control of a simple time-varying system
• Survey of industrial optimized adaptive control
• Robustness of adaptive controllers - a survey
• Exponentially Stable Adaptive Control. Part III. Time-Varying Plants
• Model reference adaptive control of time varying and stochastic systems
• Minimum variance prediction for linear time-varying systems
• Backstepping adaptive control of time-varying plants
• General Stochastic Convergence Theorem and Stochastic Adaptive Output-Feedback Controller
• Discrete time stochastic adaptive control for time-varying systems

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