Closed loop parameter identifiability and adaptive control of a linear stochastic system
type: Item
instance of: scholarly article
title: Closed loop parameter identifiability and adaptive control of a linear stochastic system
zbMATH Open document ID: 0727.93040
DOI: 10.1016/0167-6911(90)90065-3
author: László Gerencsér
published in: Systems \& Control Letters
publication date: 1990-01-01T00:00:00Z
review text: The author shows the parameters of a linear stochastic control system are identifiable when the system operates in a certain way under closed loop, if the parameters are identifiable when a persistently exciting input is used. It is assumed the controller depends on the test value of the parameters, and the control signal is dithered. The estimation problem is then formulated as a problem of minimizing an appropriate asymptotic cost function. By modifying the gradient of the cost function the problem is related to one in which Ljung's recursive scheme can be applied.
Mathematics Subject Classification ID: 93C40
Mathematics Subject Classification ID: 91A60
Mathematics Subject Classification ID: 93E12
zbMATH DE Number: 4202143
zbMATH Keywords: linear stochastic control system
zbMATH Keywords: Ljung's recursive scheme
reviewed by: Robert J. Elliott
MaRDI profile type: Publication
full work available at URL: 0167-6911(90)90065-3
OpenAlex ID: W1970996022
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description: scientific article; zbMATH DE number 4202143