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A weighted adaptive one-step-ahead minimum variance controller based on the ELS algorithm

✍ Scribed by Ruisheng Li


Publisher
John Wiley and Sons
Year
1997
Tongue
English
Weight
130 KB
Volume
11
Category
Article
ISSN
0890-6327

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✦ Synopsis


This paper deals with the design of a weighted adaptive one-step-ahead minimum variance controller based on the extended least squares (ELS) algorithm for a discrete time stochastic system. The stability of the closed-loop system and the convergence rates of the general adaptive tracking and estimation errors are respectively established under strictly positive real and minimum phase conditions. The best possible convergence rate of the average error between the predicted and desired outputs is obtained given some identifying condition and the above-stated conditions. No modification of the adaptive controller is made.