Adaptive control of ARMA plants using worst-case design by semi-infinite optimization

DOI10.1109/TAC.1987.1104614zbMath0618.93037MaRDI QIDQ3755316

Elijah Polak, Septimiu E. Salcudean, David Q. Mayne

Publication date: 1987

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

semi-infinite optimizationworst-case designidentifierARMA (autoregressive moving-average) plants

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30) Adaptive control/observation systems (93C40) Identification in stochastic control theory (93E12) Semi-infinite programming (90C34)

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