Stochastic adaptive control for exponentially convergent time-varying systems

Open Access

1 December 1984

conference paper
Published by Institute of Electrical and Electronics Engineers (IEEE)

p. 39-44
https://doi.org/10.1109/cdc.1984.272248

Abstract

This paper shows that the standard stochastic adaptive control algorithms for time-invariant systems have an inherent robustness property which renders them applicable, without modification, to time-varying systems whose parameters converge exponentially. One class of systems satisfying this requirement is those having non-steady-state Kalman Filter or innovations representations. This allows the usual assumption of a stationary ARMAX representation to be replaced by a more general state space model.

Keywords

STOCHASTIC SYSTEMS
ADAPTIVE CONTROL
TIME VARYING SYSTEMS
CONVERGENCE
CONTROL SYSTEMS
TECHNOLOGICAL INNOVATION
PARAMETER ESTIMATION
STATE-SPACE METHODS
STEADY-STATE
STOCHASTIC PROCESSES

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