Convergence rates in stochastic adaptive tracking
作者:
Han-Fu Chen,
Ji-Feng Zhang,
期刊:
International Journal of Control
(Taylor Available online 1989)
卷期:
Volume 49,
issue 6
页码: 1915-1935
ISSN:0020-7179
年代: 1989
DOI:10.1080/00207178908559752
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
For stochastic control systems described by the ARMAX model with unknown matrix coefficients, the stochastic adaptive control is designed so that the parameter estimates converge to the true values with a rate of convergenceO((logn)(log logn)c/na) with a>0,c>1 and the tracking error tends to its minimum value at a speed ofO(n-1/2e) with e>0.
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