FURTHER RESULTS ON LEAST-SQUARES BASED ADAPTIVE MINIMUM-VARIANCE CONTROL

被引：35

作者：

GUO, L

机构：

[1] Chinese Acad of Sciences, Beijing

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1994年 / 32卷 / 01期

关键词：

STOCHASTIC ADAPTIVE CONTROL; SELF-TUNING; LEAST SQUARES;

D O I：

10.1137/S0363012992229604

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Based on the recently established results on self-tuning regulators originally proposed by Astrom and Wittenmark, this paper presents various novel and extended results on least squares based adaptive minimum variance control for linear stochastic systems. These results establish self-optimality, self-tuning property, and the best possible convergence rate of the control law in a variety of situations of interest.

引用

页码：187 / 212

页数：26

共 27 条

[1]

BECKER A, 1985, IEEE T AUTOMAT CONTR, V30, P154

[2]

Caines P. E., 1988, LINEAR STOCHASTIC SY

[3] ADAPTIVE-CONTROL WITH RECURSIVE-IDENTIFICATION FOR STOCHASTIC LINEAR-SYSTEMS [J].