Will the self-tuning approach work for general cost criteria?

DOI10.1016/0167-6911(85)90001-5zbMath0574.93038OpenAlexW2074368363MaRDI QIDQ1063566

P. R. Kumar, Woei Lin, Thomas I. Seidman

Publication date: 1985

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(85)90001-5

zbMATH Keywords

linear stochastic systemsself-tuningcost criterion

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Related Items (6)

Extended LQG self-tuning controller in a mixed background ⋮ Adaptive LQ control: Conflict between identification and control ⋮ On the asymptotic properties of the LQG feedforward self-tuner ⋮ Recursive order estimation of stochastic control systems ⋮ On the necessity of identifying the true parameter in adaptive LQ control ⋮ A note on the structure of two subsets of the parameter space in adaptive control problems

Cites Work

• Adaptive control of Markov chains, I: Finite parameter set
• Adaptive control with the stochastic approximation algorithm: Geometry and convergence
• On positive real transfer functions and the convergence of some recursive schemes
• Analysis of recursive stochastic algorithms

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