Title :
Implicit predictive adaptive control with stochastic gradient identifiers
Author :
Gairre, L. ; Mosca, Edoardo
Author_Institution :
Dipartimento di Sistemi e Inf., Firenze Univ., Italy
fDate :
7/1/1993 12:00:00 AM
Abstract :
The replacement in an implicit predictive adaptive controller of recursive least squares (RLS) identifiers with stochastic gradient (SG) identifiers is considered. By an ordinary differential equation analysis, local convergence properties of the new algorithm are investigated. The conclusions, supported by simulation results, are that, in contrast with the one-step-ahead self-tuning regulator, the convergence properties of the resulting adaptive controller deteriorate if RLS identifiers are replaced with SG identifiers
Keywords :
adaptive control; convergence of numerical methods; differential equations; identification; least squares approximations; predictive control; implicit predictive adaptive controller; local convergence; ordinary differential equation; recursive least squares; stochastic gradient identifiers; Adaptive control; Algorithm design and analysis; Convergence; Cost function; Feedback; Polynomials; Regulators; Resonance light scattering; Steady-state; Stochastic processes;
Journal_Title :
Automatic Control, IEEE Transactions on
