Indirect stochastic adaptive control: The general delay-white noise case
- 1 February 1982
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 27 (1) , 219-223
- https://doi.org/10.1109/tac.1982.1102827
Abstract
Recent papers on adaptive stochastic control have established global convergence for the general delay-colored noise case. However, for delays k greater than unity they require the implementation of k interlaced adaptation algorithms. Using an indirect adaptive control approach, we show that in the white noise case a single adaptation algorithm suffices to establish that, with probability one, the systems input, output and the output tracking error are sample mean-square bounded. Moreover, the conditional variance of the output tracking error is shown to converge to its global minimum value with probability one.Keywords
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