Title :
Stochastic adaptive control of linear time-varying systems using auxiliary variables
Author :
Lai, Tze Leung ; Li, Zheng
Author_Institution :
Dept. of Stat., Stanford Univ., CA, USA
Abstract :
In this paper we study the problem of parameter estimation and adaptive control of time-varying ARMAX systems in which auxiliary variables are available to provide exogenous information about the unknown time-varying parameters. It is shown how self-optimizing adaptive controllers can be constructed by making use of these auxiliary variables to track parameter variations
Keywords :
adaptive control; autoregressive moving average processes; linear systems; optimal control; parameter estimation; stochastic systems; uncertain systems; auxiliary variables; exogenous information; linear time-varying systems; parameter estimation; parameter variations; self-optimizing adaptive controllers; stochastic adaptive control; time-varying ARMAX systems; unknown time-varying parameters; Adaptive control; Automatic control; Colored noise; Delay estimation; Parameter estimation; Statistics; Stochastic systems; Telecommunication computing; Time varying systems; White noise;
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location :
Tampa, FL
Print_ISBN :
0-7803-4394-8
DOI :
10.1109/CDC.1998.758238
