Design of monostep and multistep adaptive algorithms for the tracking of time varying systems

The design of adaptive algorithms for the purpose of tracking slowly time varying systems is investigated. A criterion for measuring the tracking capability of an algorithm in this situation was introduced in an earlier work; the domain of validity of this criterion is shown to be much more general than expected before. Multistep algorithms, introduced in the soviet litterature, are generalized ans systematically studied; they are shown to provide significant improvements over the classical (monostep) methods for the purpose of tracking. Finally, a complete design methodology for adaptive algorithms used on time varying systems is given.