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Optimal adaptive control for a class of stochastic systems

โœ Scribed by Arunabha Bagchi; Han-Fu Chen


Book ID
110659604
Publisher
Indian Academy of Sciences
Year
1997
Tongue
English
Weight
454 KB
Volume
22
Category
Article
ISSN
0256-2499

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Stochastic adaptive control of a class o
โœ C. Y. Chan; H. R. Sirisena ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 299 KB

This paper presents a computationally efficient pole-zero placement adaptive controller for linear discrete stochastic systems with coloured noise. The systems are assumed to be open-loop stable, but not necessarily minimum phase. It is shown that the algorithm asymptotically achieves the required p