A weighted adaptive one-step-ahead minimum variance controller based on the ELS algorithm

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	A weighted adaptive one-step-ahead minimum variance controller based on the ELS algorithm
	Li, RS
	1997-09-01
发表期刊	INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING
ISSN	0890-6327
卷号	11 期号:6 页码:461-474
摘要	This 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.
关键词	stochastic system weighted adaptive one-step-ahead minimum variance controller convergence rate extended least squares algorithm
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:A1997XU49100001
出版者	JOHN WILEY & SONS LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/29028
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	CHINESE ACAD SCI,INST SYST SCI,BEIJING 100080,PEOPLES R CHINA
推荐引用方式 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.