A new concept of strong controllability via the Schur complement for ARX models in adaptive tracking

DOI10.1016/J.AUTOMATICA.2010.06.043MaRDI QIDQ620585zbMATH OpenOpenAlexFDO

Authors Bernard Bercu, Victor Vazquez

Publication date 19 January 2011

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0801.2991

zbMATH Keywords

central limit theoremestimationSchur complementadaptive tracking controllaw of iterated logarithm

Mathematics Subject Classification ID

Controllability (93B05) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15) Least squares and related methods for stochastic control systems (93E24)

Abstract: We propose a new concept of strong controllability associated with the Schur complement of a suitable limiting matrix. This concept allows us to extend the previous results associated with multidimensional ARX models. On the one hand, we carry out a sharp analysis of the almost sure convergence for both least squares and weighted least squares algorithms. On the other hand, we also provide a central limit theorem and a law of iterated logarithm for these two stochastic algorithms. Our asymptotic results are illustrated by numerical simulations.

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Cited in

(4)

• On the usefulness of persistent excitation in ARX adaptive tracking
• On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking
• On the almost sure central limit theorem for ARX processes in adaptive tracking
• A Durbin–Watson serial correlation test for ARX processes via excited adaptive tracking

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