ASYMPTOTICALLY OPTIMAL ADAPTIVE-CONTROL WITH CONSISTENT PARAMETER ESTIMATES

被引：31
作者：
CHEN, HF
GUO, L
机构：
[1] Acad Sinica, Beijing, China, Acad Sinica, Beijing, China
来源：
SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1987年 / 25卷 / 03期
关键词：
CONTROL SYSTEMS; DISCRETE TIME - Estimation - CONTROL SYSTEMS; LINEAR - Estimation - CONTROL SYSTEMS; OPTIMAL - Estimation - CONTROL SYSTEMS; STOCHASTIC; -; Estimation;
D O I：
10.1137/0325031
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
For the discrete-time linear stochastic systems with unknown coefficients we give an adaptive control by which both strong consistency of the parameter estimates and asymptotic optimality for the tracking systems are achieved simultaneously. This is done by disturbing the signal that is to be tracked, and the disturbance consists of a sequence of random vectors with covariance matrices tending to zero. The main result is essentially based on some criteria for consistency of parameter estimate for the system without monitoring, which are also demonstrated in the paper. The existence of adaptive control is also discussed.
引用
收藏
页码：558 / 575
页数：18
相关论文
共 21 条
[1]   SELF TUNING REGULATORS [J].
ASTROM, KJ ;
WITTENMARK, B .
AUTOMATICA, 1973, 9 (02) :185-199
[2]   ADAPTIVE-CONTROL WITH THE STOCHASTIC-APPROXIMATION ALGORITHM - GEOMETRY AND CONVERGENCE [J].
BECKER, AH ;
KUMAR, PR ;
WEI, CZ .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1985, 30 (04) :330-338
[3]   ADAPTIVE-CONTROL WITH RECURSIVE-IDENTIFICATION FOR STOCHASTIC LINEAR-SYSTEMS [J].
CAINES, PE ;
LAFORTUNE, S .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1984, 29 (04) :312-320
[4]  
CAINES PE, 1985, SYSTEMS CONTROL LETT, V6, P235
[5]  
Chen H.F., 1985, J SYST SCI MATH SCIS, V5, P81
[6]   RECURSIVE SYSTEM-IDENTIFICATION AND ADAPTIVE-CONTROL BY USE OF THE MODIFIED LEAST-SQUARES ALGORITHM [J].
CHEN, HF .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1984, 22 (05) :758-776
[7]   THE STRONG CONSISTENCY OF THE STOCHASTIC GRADIENT ALGORITHM OF ADAPTIVE-CONTROL [J].
CHEN, HF ;
CAINES, PE .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1985, 30 (02) :189-192
[8]  
CHEN HF, 1985, RECURSIVE ESTIMATION
[9]  
CHEN HF, IN PRESS KEXUE TONGB
[10]  
CHEN HF, 1981, J SYST SCI MATH SCI, V1, P34
123