Stochastic adaptive control: Results and perspective. (English) Zbl 0797.93051
Gerencsér, L. (ed.) et al., Topics in stochastic systems: modelling, estimation and adaptive control. Berlin: Springer-Verlag. Lect. Notes Control Inf. Sci. 161, 300-334 (1991).
The authors review some recent results in continuous time stochastic adaptive control which partly appear in M. Gevers, G. C. Goodwin and V. Wertz [SIAM J. Control Optimization, 29, No. 2, 264-282 (1991; Zbl 0764.93072)]. (For discrete case, see G. C. Goodwin, P. J. Ramadge and P. E. Caines [ibid. 19, No. 4, 829-853 (1981; Zbl 0473.93075)].)
The approach adopted is the Certainty Equivalence Principle. The problems such as existence and uniqueness of the solution of the equations describing the system and estimation algorithm, the closed loop stability, the convergence properties of the adaptive control law etc. are also discussed in detail.
For the entire collection see [Zbl 0778.00024].
The approach adopted is the Certainty Equivalence Principle. The problems such as existence and uniqueness of the solution of the equations describing the system and estimation algorithm, the closed loop stability, the convergence properties of the adaptive control law etc. are also discussed in detail.
For the entire collection see [Zbl 0778.00024].
Reviewer: Wu Chengxun (Shanghai)
MSC:
| 93E35 | Stochastic learning and adaptive control |
| 93C40 | Adaptive control/observation systems |
| 93E03 | Stochastic systems in control theory (general) |
