DocumentCode
706416
Title
Auxiliary performance functional approach to adaptive and learning filtering and control
Author
Semoushiri, I. ; Tsyganova, J.
Author_Institution
Sch. of Math. & Mech., Ulyanovsk Stale Univ., Ulyanovsk, Russia
fYear
1999
fDate
Aug. 31 1999-Sept. 3 1999
Firstpage
533
Lastpage
536
Abstract
A method for constructing an auxiliary performance functional for adaptively identification of the discrete-time steady-state Kalman filter is given. The method is shown to be applicable for filters included into the closed-loop stochastic control systems.
Keywords
Kalman filters; adaptive control; closed loop systems; discrete time systems; identification; learning systems; stochastic systems; adaptive identification; auxiliary performance functional approach; closed-loop stochastic control systems; discrete-time steady-state Kalman filter; learning filtering; Kalman filters; Limiting; Regulators; Riccati equations; Steady-state; Stochastic processes; Uncertainty; Estimation; parameter uncertainty; stochastic control;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (ECC), 1999 European
Conference_Location
Karlsruhe
Print_ISBN
978-3-9524173-5-5
Type
conf
Filename
7099359
Link To Document