Discrete time stochastic adaptive control

@article{Goodwin1979DiscreteTS,
  title={Discrete time stochastic adaptive control},
  author={Graham C. Goodwin and P. J. Ramadge and Peter E. Caines},
  journal={1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes},
  year={1979},
  volume={2},
  pages={736-739}
}
This paper describes recent results concerning 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 mean square output tracking error achieves its global minimum possible value for… CONTINUE READING

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