摘要:

AbstractThis paper considers the stochastic adaptive control problem for a class of large‐scale systems formed by arbitrary interconnection of subsystems with unknown parameters and non‐linearities. For the estimation of the unknown parameters of the local controllers, stochastic approximation algorithms are used. Conditions sufficient for global stability of the overall system are established. It is shown that the overall tracking error is bounded by a quantity depending on the size of interconnecti

ISSN:0890-6327    

DOI:10.1002/acs.4480040102

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1990

数据来源: WILEY

摘要:

AbstractThe detection of targets with a radar system is inherently a non‐linear stochastic process. Thus the application of non‐linear estimation becomes inevitable. A review of four approaches—the extended Kalman filter (EKF), the Gaussian second‐order filter (GSF), the iterative filter (IF) and the adaptive filter (AF)—is given in this paper. The superiority of AF in tracking manoeuvring targets is quite clear in comparison with the othe

ISSN:0890-6327    

DOI:10.1002/acs.4480040103

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1990

数据来源: WILEY

摘要:

AbstractThis paper compares conditions for instability with conditions for global asymptotic stability of a discretetime output error adaptive estimation algorithm. This comparison leads to a boundedness conjecture which states that all signals within this adaptive system as well as the output error and parameter estimates remain globally bounded for all time despite any unstable behaviour. The investigation into the stability properties of this algorithm begins with a global stability criterion applied to a transfer function which is not strictly positive real. This criterion states that for large enough adaptation gain and/or input signal magnitude the system will be asymptotically stable. Then a local result is applied which states that for small enough adaptation gain and/or input signal magnitude the same system is unstable. The result is a bifurcation due to the decrease of the adaptation gain and/or input signal magnitude as the system goes from asymptotic stability to instability which remains bounded. The results suggested by the computer simulations are verified by an exact analysis of a linearized periodic version of the adaptive system.

ISSN:0890-6327    

DOI:10.1002/acs.4480040104

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1990

数据来源: WILEY

摘要:

AbstractExtended least squares (ELS) algorithms are proposed for ARMAX model identification with the objective of avoiding the positive real condition associated with standard equation error and output error algorithms. This is achieved by an overparametrization at the cost of additional richness requirements on excitation signals, but without introducing ill‐conditioning or infinite‐dimensional calculations as in earlier methods. Results for the case ofD‐step‐ahead prediction ELS algorithms for ARMAX models are also explored in the paper. Some simulation studies are included to assess the relative performance characteristics of the proposed algorithms, and the nature of the relaxed positive real condition for different degrees of overparametrizationNis investigated in detail for second‐order noi

ISSN:0890-6327    

DOI:10.1002/acs.4480040105

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1990

数据来源: WILEY

摘要:

AbstractThis paper generalizes earlier results on adaptive disturbance estimate (innovations) feedback regulation to the case of adaptive tracking, refining some of the techniques and formulations in the process. The adaptations proposed search within the class of all stabilizing two‐degree‐of‐freedom controllers for a nominal plant and minimize a reference signal/disturbance rejection measure. The emphasis in the paper is on issues relevant to the tracking task and simulation results to demonstrate the effectiveness of the approach.The adaptive scheme is based on results concerning the convenient characterization of the class of all stabilizing two‐degree‐of‐freedom controllers in terms of an arbitrary filterQwith a stable proper transfer function matrixQ(s). The fact that the closed‐loop transfer matrices are affine inQ(s) permits a straightforward on‐line least‐squares update of the parameters of the filterQon‐line. The theory for the class of stabilizing controllers is used to set up appropriate signal preprocessing.The direct adaptive schemes proposed turn out to be recursive prediction error schemes which have local convergence properties. When convergent, they ensure enhancement of the performance of a fixed controller in other than the

ISSN:0890-6327    

DOI:10.1002/acs.4480040106

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1990

数据来源: WILEY

ISSN:0890-6327    

DOI:10.1002/acs.4480040107

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1990

数据来源: WILEY

ISSN:0890-6327    

DOI:10.1002/acs.4480040108

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1990

数据来源: WILEY

ISSN:0890-6327    

DOI:10.1002/acs.4480040101

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1990

数据来源: WILEY