DocumentCode
2103791
Title
Adaptive control of EARX(1,1) processes
Author
Frei, Mark G. ; Zane, Omar
Author_Institution
Dept. of Math., Kansas Univ., Lawrence, KS, USA
fYear
1993
fDate
15-17 Dec 1993
Firstpage
1602
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location
San Antonio, TX
Print_ISBN
0-7803-1298-8
Type
conf
DOI
10.1109/CDC.1993.325457
Filename
325457
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