Title :
Adaptive control of EARX(1,1) processes
Author :
Frei, Mark G. ; Zane, Omar
Author_Institution :
Dept. of Math., Kansas Univ., Lawrence, KS, USA
Abstract :
Considers an autoregressive process of order 1 with exponential observation marginals under exogenous input of order 1 (EARX(1,1)). For this process strongly consistent estimators of the unknown parameters are obtained and the minimum variance adaptive tracker is established. Finally the results are illustrated through simulations
Keywords :
adaptive control; parameter estimation; stochastic processes; time series; EARX(1,1) processes; adaptive control; autoregressive process; exponential observation marginals; minimum variance adaptive tracker; strongly consistent estimators; unknown parameters; Adaptive control; Autoregressive processes; Control systems; Equations; Linear systems; Mathematics; Optimal control; Random variables; State estimation; Trajectory;
Conference_Titel :
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location :
San Antonio, TX
Print_ISBN :
0-7803-1298-8
DOI :
10.1109/CDC.1993.325457
