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A weighted adaptive one-step-ahead minimum variance controller based on the ELS algorithm
Li, RS
1997-09-01
Source PublicationINTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING
ISSN0890-6327
Volume11Issue:6Pages:461-474
AbstractThis paper deals with the design of a weighted adaptive one-step-ahead minimum variance controller based on the extended least squares (ELS) algorithm for a discrete time stochastic system. The stability of the closed-loop system and the convergence rates of the general adaptive tracking and estimation errors are respectively established under strictly positive real and minimum phase conditions. The best possible convergence rate of the average error between the predicted and desired outputs is obtained given some identifying condition and the above-stated conditions. No modification of the adaptive controller is made. (C) 1997 by John Wiley & Sons, Ltd.
Keywordstochastic system weighted adaptive one-step-ahead minimum variance controller convergence rate extended least squares algorithm
Language英语
WOS Research AreaAutomation & Control Systems ; Engineering
WOS SubjectAutomation & Control Systems ; Engineering, Electrical & Electronic
WOS IDWOS:A1997XU49100001
PublisherJOHN WILEY & SONS LTD
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/29028
Collection中国科学院数学与系统科学研究院
Corresponding AuthorLi, RS
AffiliationCHINESE ACAD SCI,INST SYST SCI,BEIJING 100080,PEOPLES R CHINA
Recommended Citation
GB/T 7714
Li, RS. A weighted adaptive one-step-ahead minimum variance controller based on the ELS algorithm[J]. INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING,1997,11(6):461-474.
APA Li, RS.(1997).A weighted adaptive one-step-ahead minimum variance controller based on the ELS algorithm.INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING,11(6),461-474.
MLA Li, RS."A weighted adaptive one-step-ahead minimum variance controller based on the ELS algorithm".INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING 11.6(1997):461-474.
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