FURTHER RESULTS ON LEAST-SQUARES BASED ADAPTIVE MINIMUM-VARIANCE CONTROL

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	FURTHER RESULTS ON LEAST-SQUARES BASED ADAPTIVE MINIMUM-VARIANCE CONTROL
	GUO, L
	1994
发表期刊	SIAM JOURNAL ON CONTROL AND OPTIMIZATION
ISSN	0363-0129
卷号	32 期号:1 页码:187-212
摘要	Based on the recently established results on self-tuning regulators originally proposed by Astrom and Wittenmark, this paper presents various novel and extended results on least squares based adaptive minimum variance control for linear stochastic systems. These results establish self-optimality, self-tuning property, and the best possible convergence rate of the control law in a variety of situations of interest.
关键词	STOCHASTIC ADAPTIVE CONTROL SELF-TUNING LEAST SQUARES
语种	英语
WOS研究方向	Automation & Control Systems ; Mathematics
WOS类目	Automation & Control Systems ; Mathematics, Applied
WOS记录号	WOS:A1994MU58600012
出版者	SIAM PUBLICATIONS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/28227
专题	中国科学院数学与系统科学研究院
通讯作者	GUO, L
作者单位	CHINESE ACAD SCI,INST SYST SCI,BEIJING 100080,PEOPLES R CHINA
推荐引用方式 GB/T 7714	GUO, L. FURTHER RESULTS ON LEAST-SQUARES BASED ADAPTIVE MINIMUM-VARIANCE CONTROL[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION,1994,32(1):187-212.
APA	GUO, L.(1994).FURTHER RESULTS ON LEAST-SQUARES BASED ADAPTIVE MINIMUM-VARIANCE CONTROL.SIAM JOURNAL ON CONTROL AND OPTIMIZATION,32(1),187-212.
MLA	GUO, L."FURTHER RESULTS ON LEAST-SQUARES BASED ADAPTIVE MINIMUM-VARIANCE CONTROL".SIAM JOURNAL ON CONTROL AND OPTIMIZATION 32.1(1994):187-212.