Discrete Time Stochastic Adaptive Control

@inproceedings{Goodwin1981DiscreteTS,
  title={Discrete Time Stochastic Adaptive Control},
  author={Graham C. Goodwin and Peter J. Ramadge and Peter E. Caines},
  year={1981}
}
This paper establishes global convergence of a stochastic adaptive control algorithm for discrete time linear systems. It is shown that, with probability one, the algorithm will ensure the system inputs and outputs are sample mean square bounded and the conditional mean square output tracking error achieves its global minimum possible value for linear feedback control. Thus, asymptotically, the adaptive control algorithm achieves the same performance as could be achieved if the system… CONTINUE READING

Similar Papers

Citations

Publications citing this paper.
SHOWING 1-10 OF 75 CITATIONS

Particle Filters in Hidden Markov Models

VIEW 7 EXCERPTS
CITES METHODS & BACKGROUND
HIGHLY INFLUENCED

Stability of linear stochastic 2-D homogeneous systems

  • Applied Mathematics and Computation
  • 2015
VIEW 3 EXCERPTS
CITES BACKGROUND
HIGHLY INFLUENCED

Stochastic Adaptive Prediction and Model Reference Control

Wei Reny
  • 2007
VIEW 3 EXCERPTS
CITES METHODS
HIGHLY INFLUENCED

FILTER CITATIONS BY YEAR

1979
2019

CITATION STATISTICS

  • 9 Highly Influenced Citations