Generalized minimum variance adaptive control and parameter convergence for stochastic systems

DOI10.1080/00207179608921836zbMATH Open0853.93110OpenAlexW1981057135MaRDI QIDQ4874637FDOQ4874637

Authors: Douglas G. Down, Raymond H. Kwong 

Publication date: 12 January 1997

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179608921836

Recommendations

• scientific article; zbMATH DE number 440556
• scientific article; zbMATH DE number 3991393
• Convergence of adaptive control schemes using least-squares parameter estimates
• scientific article; zbMATH DE number 4120105

zbMATH Keywords

martingale convergenceparameter convergencestochastic adaptive controlinput delaysstochastic gradientsmodified least squares

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

Cites Work

• On self tuning regulators
• Discrete-time multivariable adaptive control
• Title not available (Why is that?)
• Discrete Time Stochastic Adaptive Control
• On positive real transfer functions and the convergence of some recursive schemes
• Adaptive control with the stochastic approximation algorithm: Geometry and convergence
• The AAstrom-Wittenmark self-tuning regulator revisited and ELS-based adaptive trackers
• Global convergence for adaptive one-step-ahead optimal controllers based on input matching
• Self-Tuning Trackers
• Recursive System Identification and Adaptive Control by Use of the Modified Least Squares Algorithm
• On the convergence of self-tuning stochastic servo algorithms based on stochastic approximation
• Stochastic adaptive control and prediction--The general delay-colored noise case
• Strong consistency of parameter estimates in direct self-tuning control algorithms based on stochastic approximation

Cited In (7)

• Title not available (Why is that?)
• Adaptive control with the stochastic approximation algorithm: Geometry and convergence
• Survey of industrial optimized adaptive control
• Title not available (Why is that?)
• Title not available (Why is that?)
• Random dynamic analysis of wind-vehicle-bridge system based on ARMAX surrogate model and high-order differencing
• General Stochastic Convergence Theorem and Stochastic Adaptive Output-Feedback Controller

This page was built for publication: Generalized minimum variance adaptive control and parameter convergence for stochastic systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4874637)