Optimal adaptive controller for stochastic systems based on weighted least-squares algorithm | |
Jiang Rui ; Luo Gui-Ming | |
2010-05-06 ; 2010-05-06 | |
关键词 | Theoretical or Mathematical/ adaptive control closed loop systems control system synthesis convergence least squares approximations linear systems optimal control stability stochastic systems/ optimal adaptive controller linear stochastic systems weighted least-squares algorithm recursive least-squares algorithm self-convergence property random vector control law design asymptotic properties closed-loop system one-step-ahead optimal controller/ C1340G Time-varying control systems C1340E Self-adjusting control systems C1330 Optimal control C1310 Control system analysis and synthesis methods C1320 Stability in control theory |
中文摘要 | In general, we can not guarantee the convergence of the common LS method. A recursive least-squares algorithm with slowly decreasing weights for linear stochastic systems is found to have self-convergence property, i.e., it converges to a certain random vector almost surely irrespective of the control law design. Such algorithms enjoy almost the same nice asymptotic properties as the standard least-squares. With adaptive control, the closed-loop system is globally stable and the adaptive controller may converge to the one-step-ahead optimal controller. |
语种 | 中文 ; 中文 |
出版者 | Science Press ; China |
内容类型 | 期刊论文 |
源URL | [http://hdl.handle.net/123456789/9806] |
专题 | 清华大学 |
推荐引用方式 GB/T 7714 | Jiang Rui,Luo Gui-Ming. Optimal adaptive controller for stochastic systems based on weighted least-squares algorithm[J],2010, 2010. |
APA | Jiang Rui,&Luo Gui-Ming.(2010).Optimal adaptive controller for stochastic systems based on weighted least-squares algorithm.. |
MLA | Jiang Rui,et al."Optimal adaptive controller for stochastic systems based on weighted least-squares algorithm".(2010). |
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