Title :
Auxiliary performance functional approach to adaptive and learning filtering and control
Author :
Semoushiri, I. ; Tsyganova, J.
Author_Institution :
Sch. of Math. & Mech., Ulyanovsk Stale Univ., Ulyanovsk, Russia
fDate :
Aug. 31 1999-Sept. 3 1999
Abstract :
A method for constructing an auxiliary performance functional for adaptively identification of the discrete-time steady-state Kalman filter is given. The method is shown to be applicable for filters included into the closed-loop stochastic control systems.
Keywords :
Kalman filters; adaptive control; closed loop systems; discrete time systems; identification; learning systems; stochastic systems; adaptive identification; auxiliary performance functional approach; closed-loop stochastic control systems; discrete-time steady-state Kalman filter; learning filtering; Kalman filters; Limiting; Regulators; Riccati equations; Steady-state; Stochastic processes; Uncertainty; Estimation; parameter uncertainty; stochastic control;
Conference_Titel :
Control Conference (ECC), 1999 European
Conference_Location :
Karlsruhe
Print_ISBN :
978-3-9524173-5-5
