Convergence and stability properties of an adaptive regulator with variable forgetting factor
type: Item
instance of: scholarly article
title: Convergence and stability properties of an adaptive regulator with variable forgetting factor
zbMATH Open document ID: 0602.93044
DOI: 10.1016/0005-1098(86)90015-4
author: R. W. H. Sargent
author: B. Erik Ydstie
published in: Automatica
publication date: 1986-01-01T00:00:00Z
review text: A modified version of Fortescue's adaptive regulator is described, based on a minimum-variance estimator with variable forgetting factor and a d- step ahead control law. As in the Fortescue algorithm, the forgetting factor is chosen at each step to keep a measure of the information content constant, but the formula obtained is slightly different and avoids the need for an arbitrary lower bound. It also makes possible a proof of convergence for a deterministic linear system, without additional assumptions. A similar analysis is given for an incremental version of the regulator.
Mathematics Subject Classification ID: 93C40
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 93C05
zbMATH DE Number: 3972751
zbMATH Keywords: adaptive regulator
zbMATH Keywords: forgetting factor
zbMATH Keywords: convergence
MaRDI profile type: Publication
full work available at URL: 0005-1098(86)90015-4
OpenAlex ID: W2130643485
cites work: Theory and applications of selftuning regulators
cites work: Deterministic convergence of a self-tuning regulator with covariance resetting
cites work: Discrete-time multivariable adaptive control
cites work: Independent tracking and regulation adaptive control with forgetting factor
cites work: Recursive estimation with adaptive divergence control
description: scientific article; zbMATH DE number 3972751