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- Publisher Website: 10.1137/0324035
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Article: Stochastic Adaptive Control for Exponentially Convergent Time-Varying Systems
| Title | Stochastic Adaptive Control for Exponentially Convergent Time-Varying Systems |
|---|---|
| Authors | |
| Issue Date | 1986 |
| Publisher | Society for Industrial and Applied Mathematics. The Journal's web site is located at http://www.siam.org/journals/sicon.php |
| Citation | SIAM Journal On Control And Optimization, 1986, v. 24 n. 4, p. 589-603 How to Cite? |
| Abstract | This 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 Identifier | http://hdl.handle.net/10722/169619 |
| ISSN | 2023 Impact Factor: 2.2 2023 SCImago Journal Rankings: 1.565 |
| ISI Accession Number ID |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Goodwin, Graham C | en_US |
| dc.contributor.author | Hill, David J | en_US |
| dc.contributor.author | Xie Xianya | en_US |
| dc.date.accessioned | 2012-10-25T04:53:54Z | - |
| dc.date.available | 2012-10-25T04:53:54Z | - |
| dc.date.issued | 1986 | en_US |
| dc.identifier.citation | SIAM Journal On Control And Optimization, 1986, v. 24 n. 4, p. 589-603 | en_US |
| dc.identifier.issn | 0363-0129 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10722/169619 | - |
| dc.description.abstract | This 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.language | eng | en_US |
| dc.publisher | Society for Industrial and Applied Mathematics. The Journal's web site is located at http://www.siam.org/journals/sicon.php | - |
| dc.relation.ispartof | SIAM Journal on Control and Optimization | en_US |
| dc.rights | © 1986 Society for Industrial and Applied Mathematics. First Published in SIAM Journal on Control and Optimization in volume 24, issue 4, published by the Society for Industrial and Applied Mathematics (SIAM). | - |
| dc.title | Stochastic Adaptive Control for Exponentially Convergent Time-Varying Systems | en_US |
| dc.type | Article | en_US |
| dc.identifier.email | Hill, David J: | en_US |
| dc.identifier.authority | Hill, David J=rp01669 | en_US |
| dc.description.nature | published_or_final_version | en_US |
| dc.identifier.doi | 10.1137/0324035 | - |
| dc.identifier.scopus | eid_2-s2.0-0022751445 | en_US |
| dc.identifier.volume | 24 | en_US |
| dc.identifier.issue | 4 | en_US |
| dc.identifier.spage | 589 | en_US |
| dc.identifier.epage | 603 | en_US |
| dc.identifier.isi | WOS:A1986C958400001 | - |
| dc.publisher.place | United States | en_US |
| dc.identifier.scopusauthorid | Goodwin, Graham C=7201955514 | en_US |
| dc.identifier.scopusauthorid | Hill, David J=35398599500 | en_US |
| dc.identifier.scopusauthorid | Xie Xianya=7409615566 | en_US |
| dc.identifier.issnl | 0363-0129 | - |