Discrete Time Stochastic Adaptive Control
Authors:
- Graham C. GoodwinGGGraham C. Goodwin
- Peter J. RamadgePRPeter J. Ramadge
- Peter E. CainesPCPeter E. Caines
- 1 November 1981
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 19 (6) , 829-853
Abstract
This paper establishes global convergence of a stochastic adaptive control algorithm for discrete time linear systems. It is shown that, with probability one, the algorithm will ensure the system inputs and outputs are sample mean square bounded and the conditional mean square output tracking error achieves its global minimum possible value for linear feedback control. Thus, asymptotically, the adaptive control algorithm achieves the same performance as could be achieved if the system parameters were known.Keywords
All Related Versions
This publication has 6 references indexed in Scilit:
- Discrete-time multivariable adaptive controlIEEE Transactions on Automatic Control, 1980
- Adaptive control of single-input, single-output linear systemsIEEE Transactions on Automatic Control, 1978
- On positive real transfer functions and the convergence of some recursive schemesIEEE Transactions on Automatic Control, 1977
- Analysis of recursive stochastic algorithmsIEEE Transactions on Automatic Control, 1977
- On self tuning regulatorsAutomatica, 1973
- Discrete positive-real functions and their application to system stabilityProceedings of the Institution of Electrical Engineers, 1969