Recursive approach to solving problems from systems and control

A recursive approach to solving a large class of problems arising from systems and control and other areas is introduced. The essence of the method consists of three steps: First, the problem under consideration is parameterized; Second, an appropriate recursive parameter estimation method is selected; Finally, the recursive estimate is proved to converge to the sought-for value. In the paper, parametrization of two problems from systems and control is demonstrated. To serve as the recursive estimation method, the stochastic approximation algorithm with expanding truncations (SAAWET) is introduced, and its general convergence theorem is presented. Then, the two parameterized problems from system and control are actually solved by the proposed approach. The attached numerical examples have justified the method. As a matter of fact, a series of problems from systems and control and other related areas have successfully been solved by the approach. ©, 2014, South China University of Technology. All right reserved.