Title :
Optimal adaptive control for estimation of parameters of ARX models
Author_Institution :
Dept. of Stat., Michigan Univ., Ann Arbor, MI
fDate :
5/1/2000 12:00:00 AM
Abstract :
The objective of this paper is to find an adaptive control strategy which would enable us to estimate the parameters of the ARX model as accurately as possible while keeping the output of the system below a specified level of variability. It turns out that this optimal experiment design problem can be solved by using the Astrom-Wittenmark self-tuning tracker (1973) with a specific choice of the reference signal
Keywords :
adaptive control; autoregressive processes; optimal control; parameter estimation; tracking; ARX models; Astrom-Wittenmark self-tuning tracker; optimal adaptive control; parameter estimation; Adaptive control; Control systems; Electrical equipment industry; Feedback; Industrial control; Mathematical model; Optimal control; Parameter estimation; Signal design; Statistics;
Journal_Title :
Automatic Control, IEEE Transactions on