A weighted adaptive one-step-ahead minim
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Ruisheng Li
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Article
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1997
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John Wiley and Sons
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English
โ 130 KB
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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 estimat