A weighted adaptive one-step-ahead minimum variance controller based on the ELS algorithm

DOI10.1002/(SICI)1099-1115(199709)11:6%3C461::AID-ACS422%3E3.0.CO;2-XzbMATH Open0881.93089OpenAlexW2048881058MaRDI QIDQ4355473

Ruisheng Li

Publication date: 16 February 1998

Full work available at URL: https://doi.org/10.1002/(sici)1099-1115(199709)11:6%3C461::aid-acs422%3E3.0.co;2-x

zbMATH Keywords

adaptive trackingdiscrete time stochastic systemextended least squares algorithmone-step-ahead minimum variance controller

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Least squares and related methods for stochastic control systems (93E24) Optimal stochastic control (93E20)

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