scientific article; zbMATH DE number 3991393

zbMATH Open0612.93060MaRDI QIDQ3753907FDOQ3753907

Lei Guo, Hanfu Chen

Publication date: 1986

Title of this publication is not available (Why is that?)

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zbMATH Keywords

minimum phasepositive realnesspersistency of excitationminimum variance adaptive controlmultivariable discrete-time ARMAX systems

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Multivariable systems, multidimensional control systems (93C35) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)

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• The logarithm law of adaptive tracking for multivariable systems
• Consistent order estimation for linear stochastic feedback control systems (CARMA model)
• A robust algorithm for random parameter tracking
• Continuous-Time Stochastic Adaptive Tracking—Robustness and Asymptotic Properties
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• Asymptotically Optimal Adaptive Control with Consistent Parameter Estimates
• Self-Tuning Trackers
• Optimal Adaptive Control and Consistent Parameter Estimates for ARMAX Model with Quadratic Cost
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• Strong consistency of parameter estimates in direct self-tuning control algorithms based on stochastic approximation
• Adaptive control via consistent estimation for deterministic systems
• OPTIMAL ADAPTIVE CONTROLLER FOR MULTIDIMENSIONAL ARMAX MODEL

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