Title :
Identification and Control of Discrete-Time Stochastic Systems
Author :
Li, Yong-zhi ; Gong, Miao-Kun ; Ruan, Rong-Yao
Author_Institution :
Dept. of Math., Nanjing Forestry Univ., Nanjing, China
Abstract :
In this paper, on-identification and tracking control problem is studied for discrete-time stochastic bilinear systems with correlated noises and unknown parameters. A new tracking control scheme, which is the ELS-based adaptive tracker of the studied systems, is proposed according to the modified certainty equivalence principle. By using the algorithm, the given bounded reference signal can be tracked by the resulting closed-loop system´s output, the global stability of the designed tracking system is proved. And, the estimates of the unknown parameters are obtained with the strong consistency. The good tracking effect and parameter identification performance of the proposed algorithm are presented in the simulation example.
Keywords :
adaptive control; bilinear systems; closed loop systems; discrete time systems; parameter estimation; stability; stochastic systems; tracking; ELS-based adaptive tracker; closed-loop system; discrete-time stochastic bilinear system control; equivalence principle; on-identification; parameter identification; stability; tracking control scheme; Adaptive control; Algorithm design and analysis; Control systems; Nonlinear systems; Parameter estimation; Programmable control; Signal design; Stability; Stochastic resonance; Stochastic systems;
Conference_Titel :
Pattern Recognition, 2009. CCPR 2009. Chinese Conference on
Conference_Location :
Nanjing
Print_ISBN :
978-1-4244-4199-0
DOI :
10.1109/CCPR.2009.5344112