Adaptive regulator for Hammerstein and Wiener systems with noisy observations

被引：12
作者：
Chen, Han-Fu [1 ]
机构：
[1] Chinese Acad Sci, Inst Syst Sci, Key Lab Syst & Control, AMSS, Beijing 100080, Peoples R China
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2007年 / 52卷 / 04期
基金：
中国国家自然科学基金;
关键词：
adaptive regulation; expanding truncations; Hammerstein system; stochastic approximation; Wiener system;
D O I：
10.1109/TAC.2007.894536
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 Hammerstein and Wiener systems observed with additive noises the adaptive regulation control is produced by a truncated stochastic approximation (SA) algorithm with truncation regions expanding with a prescribed rate. It is proved that the stochastic adaptive control given in this note is optimal in the sense that it minimizes the long run average of regulation errors a.s.
引用
收藏
页码：703 / 709
页数：7
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