Title :
Further results for ARX models in adaptive tracking
Author :
Bercu, Bernard ; Vazquez, Victor
Author_Institution :
Inst. de Math. de Bordeaux, Univ. Bordeaux 1, Talence, France
Abstract :
We introduce a new concept of strong controllability for ARX models in adaptive tracking. This new notion is related to the Schur complement of a suitable limiting matrix. It allows us to extend the previous convergence results associated with both least squares and weighted least squares algorithms. In particular, we show the almost sure convergence as well as the central limit theorem for this two algorithms.
Keywords :
adaptive control; autoregressive processes; controllability; least mean squares methods; Schur complement; adaptive tracking; autoregressive process; controllability; least square algorithm; weighted least squares algorithm; Adaptive control; Autoregressive processes; Controllability; Convergence; Least squares approximation; Least squares methods; Polynomials; Programmable control; Symmetric matrices; Tin;
Conference_Titel :
Decision and Control, 2008. CDC 2008. 47th IEEE Conference on
Conference_Location :
Cancun
Print_ISBN :
978-1-4244-3123-6
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2008.4738659