Self-convergence of weighted least-squares with applications to stochastic adaptive control

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	Self-convergence of weighted least-squares with applications to stochastic adaptive control
	Guo, L
	1996
发表期刊	IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN	0018-9286
卷号	41 期号:1 页码:79-89
摘要	A recursive least-squares algorithm with slowly decreasing weights for linear stochastic systems is found to have self-convergence property, i.e., it converges to a certain random vector almost surely irrespective of the control law design, Such algorithms enjoy almost the same nice asymptotic properties as the standard least-squares. This ''universal convergence'' result combined with a method of random regularization then easily can be applied to construct a self-convergent and uniformly controllable estimated model and thus may enable us to form a general framework for adaptive control of possibly nonminimum phase autoregressive-moving average with exogenous input (ARMAX) systems, As an application, we give a simple solution to the well-known stochastic adaptive pole-placement and linear-quadratic-Gaussian (LQG) control problems in the paper.
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:A1996TQ67200007
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/28737
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. Self-convergence of weighted least-squares with applications to stochastic adaptive control[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,1996,41(1):79-89.
APA	Guo, L.(1996).Self-convergence of weighted least-squares with applications to stochastic adaptive control.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,41(1),79-89.
MLA	Guo, L."Self-convergence of weighted least-squares with applications to stochastic adaptive control".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 41.1(1996):79-89.