DocumentCode :
840297
Title :
Stochastic adaptive control and prediction based on a modified least squares--The general delay-colored noise case
Author :
You-hong, Zhang
Author_Institution :
East China Normal Uiversity, Shanghai, People´´s Republic of China
Volume :
27
Issue :
6
fYear :
1982
fDate :
12/1/1982 12:00:00 AM
Firstpage :
1257
Lastpage :
1260
Abstract :
In [1], global convergence for a stochastic adaptive control based on modified least-squares algorithms has been established. However, the proof of Lemma 3.4 in [1] is questionable. A similar question existed in the proof of 
in [2]. Without using this conclusion, the present note attempts to establish global convergence for a discrete-time stochastic adaptive control and prediction based on slightly modified least-squares algorithms for linear time-invariant discrete-time systems having general delay and colored noise.
in [2]. Without using this conclusion, the present note attempts to establish global convergence for a discrete-time stochastic adaptive control and prediction based on slightly modified least-squares algorithms for linear time-invariant discrete-time systems having general delay and colored noise.Keywords :
Adaptive control, linear systems; Autoregressive moving-average processes; Delay systems, linear; Least-squares methods; Linear systems, stochastic; Parameter estimation, linear systems; Prediction methods; Stochastic systems, linear; Adaptive control; Algorithm design and analysis; Colored noise; Convergence; Delay systems; Difference equations; Parameter estimation; Stochastic resonance; Stochastic systems; Stress;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1982.1103092
Filename :
1103092
Link To Document :
