Recent results on least squares-based adaptive control of linear stochastic systems in white noise.

DOI10.1007/BF02811334zbMath1075.93549OpenAlexW2054962911MaRDI QIDQ5955747

Wei Ren, P. R. Kumar

Publication date: 18 February 2002

Published in: Sādhanā (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02811334

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Stochastic learning and adaptive control (93E35)

Cites Work

• Consistency in least-squares estimation: A Bayesian approach
• On Kalman filtering for conditionally Gaussian systems with random matrices
• On self tuning regulators
• Convergence of adaptive control schemes using least-squares parameter estimates
• Adaptive control with the stochastic approximation algorithm: Geometry and convergence
• Extended least squares and their applications to adaptive control and prediction in linear systems
• Convergence rate of least-squares identification and adaptive control for stochastic systems†
• The convergence of AML
• Discrete Time Stochastic Adaptive Control
• On consistency for the method of least squares using martingale theory
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems

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