Optimal Adaptive Control and Consistent Parameter Estimates for ARMAX Model with Quadratic Cost
DOI10.1137/0325047zbMATH Open0632.93045OpenAlexW2175257807MaRDI QIDQ3770397FDOQ3770397
Publication date: 1987
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0325047
Recommendations
consistencyoptimalitystochastic gradient algorithmrandomly varying truncationmultidimensional ARMAX modeladaptive control lawattenuaing excitation
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Multivariable systems, multidimensional control systems (93C35) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
Cited In (26)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A combined algorithm for identification and approximation
- On ARX(\(\infty)\) approximation
- Stochastic adaptive control for continuous-time linear systems with quadratic cost
- Quantized-output-based least squares of ARX systems
- Consistent order estimation for linear stochastic feedback control systems (CARMA model)
- Recursive order estimation of stochastic control systems
- Optimal adaptive control for estimation of parameters of ARX models
- A stochastic gradient-based two-step sparse identification algorithm for multivariate ARX systems
- Adaptive control of ARMA plants using worst-case design by semi-infinite optimization
- On identifiability for multidimensional ARMAX model
- Adaptive stabilization of unstable and nonminimum-phase stochastic systems
- Adaptive control in the scalar linear-quadratic model in continuous time
- Robustness analysis of identification and adaptive control for stochastic systems
- Adaptive stabilization of noncooperative stochastic differential games
- A semi-infinite horizon LQ self-tuning regulator for ARMAX plants based on RLS
- Nonstationary time series identification
- Online sparse identification for regression models
- Optimal adaptive control and consistent parameter estimate for deterministic systems with quadratic cost
- Title not available (Why is that?)
- Stochastic adaptive pole-zero assignment with convergence analysis
- Does a system need to be completely identified?
- Title not available (Why is that?)
- OPTIMAL ADAPTIVE CONTROLLER FOR MULTIDIMENSIONAL ARMAX MODEL
- Locally optimal adaptive control without persistent excitation
This page was built for publication: Optimal Adaptive Control and Consistent Parameter Estimates for ARMAX Model with Quadratic Cost
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3770397)
