Convergence off explicit LQG self-tuning controllers

DOI10.1049/ip-d.1988.0043zbMath0651.93039OpenAlexW1979728315MaRDI QIDQ3797043

M. J. Grimble

Publication date: 1988

Published in: IEE Proceedings D Control Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1049/ip-d.1988.0043

zbMATH Keywords

global convergencestability analysisstochastic gradient algorithmadaptive control algorithmsARMAX formdiscrete-time, single-input/single-output, linear stochastic systemLQG self-tuner

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic programming (90C15) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Reliability and life testing (62N05)

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