CONVERGENCE RATE OF LEAST-SQUARES IDENTIFICATION AND ADAPTIVE-CONTROL FOR STOCHASTIC-SYSTEMS

被引：102
作者：
CHEN, HF
GUO, L
机构：
[1] Acad Sinica, Beijing, China, Acad Sinica, Beijing, China
来源：
INTERNATIONAL JOURNAL OF CONTROL | 1986年 / 44卷 / 05期
关键词：
CONTROL SYSTEMS; ADAPTIVE - MATHEMATICAL TECHNIQUES - Least Squares Approximations;
D O I：
10.1080/00207178608933679
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The strong consistency and the convergence rate of least-squares identification for the multidimensional ARMAX model are established under some decaying excitation conditions which are satisfied if both input and output do not grow too fast and the attenuating excitation technique is applied. The parameter-identification results are applied to adaptive-control systems with a quadratic loss function. The rate of convergence of the loss function to its minimum is also obtained.
引用
收藏
页码：1459 / 1476
页数：18
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