The strong consistency of the stochastic gradient algorithm of adaptive control

DOI10.1109/TAC.1985.1103906MaRDI QIDQ3220457zbMATH OpenOpenAlexFDO

Authors

Publication date 1985

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1985.1103906

zbMATH Keywords

consistencystochastic gradient methods

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic programming (90C15) Methods of reduced gradient type (90C52) Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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• Convergence of a multivariable self-tuning controller with integral action
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• On the concept of excitation in least squares identification and adaptive control^†
• Convergence rate of least-squares identification and adaptive control for stochastic systems†
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• Extended LQG self-tuning controller in a mixed background
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• Distributed system identification for linear stochastic systems under an adaptive event-triggered scheme
• A perspective on convergence of adaptive control algorithms
• Strong consistency of parameter estimates in direct self-tuning control algorithms based on stochastic approximation

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