Title :
Removal of a positive realness condition in minimum variance adaptive regulators by multistep horizons
Author :
Mosca, Edoardo ; Zappa, Giovanni
Author_Institution :
Università di Firenze, Firenze, Italy
fDate :
9/1/1984 12:00:00 AM
Abstract :
Convergence properties of a new class of adaptive regulators based on multistep quadratic cost functionals are analyzed by Ljung´s ODE method. It is shown that, if the time horizon of the controller is large enough, the MV feedback law is a possible convergence point of the algorithm, even if the plant does not satisfy a positive realness condition.
Keywords :
Adaptive control, linear systems; Positive real functions; Stochastic optimal control, linear systems; Adaptive control; Cost function; Feedback; Regulators; Statistical analysis; Statistics; Stochastic processes; Sufficient conditions; Transfer functions; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1984.1103651