首页   按字顺浏览 期刊浏览 卷期浏览 Generalized minimum variance adaptive control and parameter convergence for stochastic ...
Generalized minimum variance adaptive control and parameter convergence for stochastic systems

 

作者: D. DOWN,   R. H. KWONG,  

 

期刊: International Journal of Control  (Taylor Available online 1996)
卷期: Volume 63, issue 1  

页码: 147-160

 

ISSN:0020-7179

 

年代: 1996

 

DOI:10.1080/00207179608921836

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

Two stochastic adaptive control schemes, the stochastic gradient and modified least squares, are studied. We consider these for scalar ARMAX systems with general input delays. First, when the algorithms are based on generalized minimum variance control with reference tracking, sufficient conditions for stability and optimality are found. This is done using martingale convergence analysis. Secondly, we examine parameter convergence for each of the algorithms, and establish conditions for convergence of the parameter estimates to a random multiple of the true parameters.

 

点击下载:  PDF (428KB)



返 回