Robust estimation without positive real condition

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	Robust estimation without positive real condition
	Li, RS ; Hong, HM
	1998-07-01
发表期刊	IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN	0018-9286
卷号	43 期号:7 页码:938-943
摘要	The strictly positive real (SPR) condition on the noise model is necessary for a discrete-time linear stochastic control system with unmodeled dynamics, even so for a time-invariant ARMAX system, in the past robust analysis of parameter estimation. However, this condition is hardly satisfied for a high-order and/or multidimensional system with correlated noise. The main work in this paper is to show that for robust parameter estimation and adaptive tracking, as well as closed-loop system stabilization, the SPR condition is replaced by a stable matrix polynomial. The main method is to design a "two-step" recursive least squares algorithm with or without a weighted factor and with a fixed lag regressive vector and to define an adaptive control with bounded external excitation and with randomly varying truncation.
关键词	adaptive control least squares robust estimation stochastic system unmodeled dynamics
语种	英语
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000074478000008
出版者	IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/13548
专题	中国科学院数学与系统科学研究院
通讯作者	Li, RS
作者单位	1.Chinese Acad Sci, Inst Syst Sci, Beijing 100080, Peoples R China 2.Shandong Univ, Dept Control Engn, Shandong 264200, Peoples R China
推荐引用方式 GB/T 7714	Li, RS,Hong, HM. Robust estimation without positive real condition[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,1998,43(7):938-943.
APA	Li, RS,&Hong, HM.(1998).Robust estimation without positive real condition.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,43(7),938-943.
MLA	Li, RS,et al."Robust estimation without positive real condition".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 43.7(1998):938-943.