Continuous-time stochastic model reference adaptive control

Author

Goodwin, Graham C. ; Mayne, David Q.

Author_Institution

Dept. of Electr. & Comput. Eng., Newcastle Univ., NSW, Australia

Volume

36

Issue

11

fYear

1991

fDate

11/1/1991 12:00:00 AM

Firstpage

1254

Lastpage

1263

Abstract

The authors establish global convergence and asymptotic properties of a direct adaptive controller for continuous-time stochastic linear systems by presenting a direct adaptive control algorithm and an associated proof of convergence. This result is comprehensive and covers many other existing results as special cases. It has practical implications for the discrete-time case since it reveals how the existing discrete-time results must be modified so that they have meaningful limits as the sampling period decreases

Keywords

adaptive control; control system analysis; convergence of numerical methods; linear systems; model reference adaptive control systems; parameter estimation; stochastic systems; MRAC; continuous-time stochastic linear systems; direct adaptive control; discrete time systems; global convergence; model reference adaptive control; Adaptive control; Control systems; Convergence; Error correction; Parameter estimation; Programmable control; Stochastic processes; Stochastic resonance; Stochastic systems; Yield estimation;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/9.100934

Filename

100934