Will the self-tuning approach work for general cost criteria?
type: Item
instance of: scholarly article
title: Will the self-tuning approach work for general cost criteria?
zbMATH Open document ID: 0574.93038
DOI: 10.1016/0167-6911(85)90001-5
author: Woei Lin
author: P. R. Kumar
author: Thomas I. Seidman
published in: Systems \& Control Letters
publication date: 1985-01-01T00:00:00Z
review text: The paper deals with linear stochastic systems. Especially, it studies the self-tuning procedure for adaptive control. A cost criterion measuring the performance of the unknown system is considered. If the cost criterion is anything else than a minimum (output) variance criterion, then the procedure of estimating the unknown parameters of the linear system and then applying a control input which is optimal for the given cost criterion and the parameter estimates, will not self-tune to the optimal control law. An exception to this is the class of systems with a large enough delay. However, this case is discussed separately.
Mathematics Subject Classification ID: 93C40
Mathematics Subject Classification ID: 93C05
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93E10
zbMATH DE Number: 3918213
zbMATH Keywords: linear stochastic systems
zbMATH Keywords: self-tuning
zbMATH Keywords: cost criterion
reviewed by: Vlasta Kaňková
MaRDI profile type: Publication
full work available at URL: 0167-6911(85)90001-5
OpenAlex ID: W2074368363
cites work: Adaptive control with the stochastic approximation algorithm: Geometry and convergence
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cites work: On positive real transfer functions and the convergence of some recursive schemes
cites work: Adaptive control of Markov chains, I: Finite parameter set
description: scientific article; zbMATH DE number 3918213