• DocumentCode
    839009
  • Title

    Martingale convergence analysis of adaptive schemes--A feedback approach

  • Author

    Landau, I.D.

  • Author_Institution
    Laboratoire d´´Automatique de Grenoble, St. Martin d´´Heres, France
  • Volume
    27
  • Issue
    3
  • fYear
    1982
  • fDate
    6/1/1982 12:00:00 AM
  • Firstpage
    716
  • Lastpage
    719
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1982.1102972
  • Filename
    1102972
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=839009