Title :
Martingale convergence analysis of adaptive schemes--A feedback approach
Author_Institution :
Laboratoire d´´Automatique de Grenoble, St. Martin d´´Heres, France
fDate :
6/1/1982 12:00:00 AM
Abstract :
An equivalent stochastic feedback system can be associated to many recursive identification and adaptive control schemes. This equivalent feedback system has a certain structure which can be used for selecting appropriate near supermartingales allowing us to establish a.s. convergence. A basic convergence result is presented which can be used in the analysis of various adaptive schemes.
Keywords :
Adaptive control, linear systems; Linear systems, stochastic; Martingales; Stochastic systems, linear; Adaptive control; Convergence; Equations; Error correction; Lyapunov method; Programmable control; Recursive estimation; State estimation; State feedback; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1982.1102972
