Robust estimation without positive real condition

	Robust estimation without positive real condition
	Li, RS ; Hong, HM
刊名	IEEE TRANSACTIONS ON AUTOMATIC CONTROL
	1998-07-01
卷号	43 期号:7 页码:938-943
关键词	adaptive control least squares robust estimation stochastic system unmodeled dynamics
ISSN号	0018-9286
英文摘要	The strictly positive real (SPR) condition on the noise model is necessary for a discrete-time linear stochastic control system with unmodeled dynamics, even so for a time-invariant ARMAX system, in the past robust analysis of parameter estimation. However, this condition is hardly satisfied for a high-order and/or multidimensional system with correlated noise. The main work in this paper is to show that for robust parameter estimation and adaptive tracking, as well as closed-loop system stabilization, the SPR condition is replaced by a stable matrix polynomial. The main method is to design a "two-step" recursive least squares algorithm with or without a weighted factor and with a fixed lag regressive vector and to define an adaptive control with bounded external excitation and with randomly varying truncation.
WOS研究方向	Automation & Control Systems ; Engineering
语种	英语
出版者	IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
WOS记录号	WOS:000074478000008
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/13547]
专题	中国科学院数学与系统科学研究院
通讯作者	Li, RS
作者单位	1.Chinese Acad Sci, Inst Syst Sci, Beijing 100080, Peoples R China 2.Shandong Univ, Dept Control Engn, Shandong 264200, Peoples R China
推荐引用方式 GB/T 7714	Li, RS,Hong, HM. Robust estimation without positive real condition[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,1998,43(7):938-943.
APA	Li, RS,&Hong, HM.(1998).Robust estimation without positive real condition.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,43(7),938-943.
MLA	Li, RS,et al."Robust estimation without positive real condition".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 43.7(1998):938-943.