Title :
Direct predictive adaptive control with stochastic gradient identifiers
Author :
Giarre, Laura ; Mosca, Edoardo
Author_Institution :
Dipartimento di Sistemi e Inf., Firenze Univ., Italy
Abstract :
The multistep multivariable adaptive regulator, which is a direct predictive adaptive controller, is considered. Specifically, the replacement of recursive least squares (RLS) identifiers with stochastic gradient (SG) identifiers in that controller is considered. By an ordinary differential equation analysis, local convergence properties of the algorithm are investigated. The conclusions, supported by various simulation results, are that, in contrast to the case of the one-step-ahead self-tuning regulator, replacement of RLS with SG deteriorates the convergence properties of the resulting adaptive controller
Keywords :
adaptive control; least squares approximations; multivariable control systems; predictive control; stochastic systems; MUSMAR; local convergence; multistep multivariable adaptive regulator; one-step-ahead self-tuning regulator; ordinary differential equation analysis; recursive least squares identifiers; stochastic gradient identifiers; Adaptive control; Algorithm design and analysis; Costs; Differential equations; Least squares methods; Linear feedback control systems; Polynomials; Programmable control; Regulators; Resonance light scattering; Sampling methods; Stochastic processes;
Conference_Titel :
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location :
Brighton
Print_ISBN :
0-7803-0450-0
DOI :
10.1109/CDC.1991.261714