Convergence and stability properties of an adaptive regulator with variable forgetting factor

✍ Scribed by B.E. Ydstie; R.W.H. Sargent

• Publisher: Elsevier Science
• Year: 1986
• Tongue: English
• Weight: 223 KB
• Volume: 22
• Category: Article
• ISSN: 0005-1098
• DOI: 10.1016/0005-1098(86)90015-4

✦ Synopsis

Ahstraet--A modified version of Fortescue's adaptive regulator is described, based on a minimum-variance estimator with variable forgetting factor and a d-step ahead control law. As in the Fortescue algorithm, the forgetting factor is chosen at each step to keep a measure of the information content constant, but the formula obtained is slightly different and avoids the need for an arbitrary lower bound. It also makes possible a proof of convergence for a deterministic linear system, without additional assumptions. A similar analysis is given for an incremental version of the regulator.