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Article: Stochastic Adaptive Control for Exponentially Convergent Time-Varying Systems

TitleStochastic Adaptive Control for Exponentially Convergent Time-Varying Systems
Authors
Issue Date1986
PublisherSociety for Industrial and Applied Mathematics. The Journal's web site is located at http://epubs.siam.org/sam-bin/dbq/toclist/SICON
Citation
SIAM Journal On Control And Optimization, 1986, v. 24 n. 4, p. 589-603 How to Cite?
AbstractThis paper shows that the standard stochastic adaptive control algorithms for time-invariant systems have an inherent robustness property which renders them applicable, without modification, to time-varying systems whose parameters converge exponentially. One class of systems satisfying this requirement is those having non-steady-state Kalman filter or innovation representations. This allows the usual assumption of a stationary ARMAX representation to be replaced by a more general state space model.
Persistent Identifierhttp://hdl.handle.net/10722/169619
ISSN
2015 Impact Factor: 1.491
2015 SCImago Journal Rankings: 1.904
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorGoodwin, Graham Cen_US
dc.contributor.authorHill, David Jen_US
dc.contributor.authorXie Xianyaen_US
dc.date.accessioned2012-10-25T04:53:54Z-
dc.date.available2012-10-25T04:53:54Z-
dc.date.issued1986en_US
dc.identifier.citationSIAM Journal On Control And Optimization, 1986, v. 24 n. 4, p. 589-603en_US
dc.identifier.issn0363-0129en_US
dc.identifier.urihttp://hdl.handle.net/10722/169619-
dc.description.abstractThis paper shows that the standard stochastic adaptive control algorithms for time-invariant systems have an inherent robustness property which renders them applicable, without modification, to time-varying systems whose parameters converge exponentially. One class of systems satisfying this requirement is those having non-steady-state Kalman filter or innovation representations. This allows the usual assumption of a stationary ARMAX representation to be replaced by a more general state space model.en_US
dc.languageengen_US
dc.publisherSociety for Industrial and Applied Mathematics. The Journal's web site is located at http://epubs.siam.org/sam-bin/dbq/toclist/SICONen_US
dc.relation.ispartofSIAM Journal on Control and Optimizationen_US
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.titleStochastic Adaptive Control for Exponentially Convergent Time-Varying Systemsen_US
dc.typeArticleen_US
dc.identifier.emailHill, David J:en_US
dc.identifier.authorityHill, David J=rp01669en_US
dc.description.naturepublished_or_final_versionen_US
dc.identifier.doi10.1137/0324035-
dc.identifier.scopuseid_2-s2.0-0022751445en_US
dc.identifier.volume24en_US
dc.identifier.issue4en_US
dc.identifier.spage589en_US
dc.identifier.epage603en_US
dc.identifier.isiWOS:A1986C958400001-
dc.publisher.placeUnited Statesen_US
dc.identifier.scopusauthoridGoodwin, Graham C=7201955514en_US
dc.identifier.scopusauthoridHill, David J=35398599500en_US
dc.identifier.scopusauthoridXie Xianya=7409615566en_US

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