Title :
Stochastic adaptive control and prediction--The general delay-colored noise case
Author :
Goodwin, Graham C. ; Sin, Kwai Sang ; Saluja, Kewal K.
Author_Institution :
University of Newcastle, NSW, Australia
fDate :
10/1/1980 12:00:00 AM
Abstract :
Recent papers have established global convergence for stochastic adaptive control and prediction algorithms for discrete time linear systems. The general delay-white noise case and the unit delay-colored noise case have been treated. This paper extends the results to the general delay-colored noise case. Also, a slightly different proof technique is used which relies only upon elementary analysis and is thus of pedagogical interest.
Keywords :
Adaptive control; Delay systems; Linear systems, stochastic discrete-time; Prediction methods; Adaptive control; Approximation algorithms; Convergence; Delay effects; Delay systems; Least squares approximation; Linear systems; Prediction algorithms; Stochastic processes; Stochastic resonance;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1980.1102459
