Indirect stochastic adaptive control: The general delay-colored noise case

Global convergence of stochastic adaptive control algorithms has been established recently for the general delay-colored noise case. An unfortunate feature of the proposed scheme is the use of (the number of delays) interlaced recursions. Using an indirect adaptive control approach we establish that identical convergence properties can be achieved by a single adaptation algorithm. The proposed results apply straightforwardly to the adaptive predictor problems and should be of interest in other indirect control schemes.