A Robust Adaptive Minimum Variance Controller

Abstract
This paper addresses the twin questions of performance and robustness of an adaptive controllerfor single-input, single-output, linear, stochastic systems. We present an adaptive controllerthat has the following properties:(1) Attaining optimal regulation and tracking in the ideal, minimum phase, known upper boundon system order, known sign and lower bound for the leading coecient (b 0 ), positive realcondition on noise case, and self-tunes in a Cesaro-sense to a minimum variance...

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