On Self-Tuning Regulators
(1973) In Automatica 9(2). p.185-199- Abstract
- The problem of controlling a system with constant but unknown parameters is considered. The analysis is restricted to discrete time single-input single-output systems. An algorithm obtained by combining a least squares estimator with a minimum variance regulator computed from the estimated model is analysed. The main results are two theorems which characterize the closed loop system obtained under the assumption that the parameter estimates converge. The first theorem states that certain covariances of the output and certain cross-covariances of the control variable and the output will vanish under weak assumptions on the system to be controlled. In the second theorem it is assumed that the system to be controlled is a general linear... (More)
- The problem of controlling a system with constant but unknown parameters is considered. The analysis is restricted to discrete time single-input single-output systems. An algorithm obtained by combining a least squares estimator with a minimum variance regulator computed from the estimated model is analysed. The main results are two theorems which characterize the closed loop system obtained under the assumption that the parameter estimates converge. The first theorem states that certain covariances of the output and certain cross-covariances of the control variable and the output will vanish under weak assumptions on the system to be controlled. In the second theorem it is assumed that the system to be controlled is a general linear stochastic nth order system. It is shown that if the parameter estimates converge the control law obtained is in fact the minimum variance control law that could be computed if the parameters of the system were known. This is somewhat surprising since the least squares estimate is biased. Some practical implications of the results are discussed. In particular it is shown that the algorithm can be feasibly implemented on a small process computer. (Less)
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/4857035
- author
- Åström, Karl Johan LU and Wittenmark, Björn LU
- organization
- publishing date
- 1973
- type
- Contribution to journal
- publication status
- published
- subject
- in
- Automatica
- volume
- 9
- issue
- 2
- pages
- 185 - 199
- publisher
- Pergamon Press Ltd.
- external identifiers
-
- scopus:0001642818
- ISSN
- 0005-1098
- DOI
- 10.1016/0005-1098(73)90073-3
- language
- English
- LU publication?
- yes
- id
- e907c5c5-99db-46a9-b86d-bcfb33754108 (old id 4857035)
- date added to LUP
- 2016-04-04 13:36:07
- date last changed
- 2022-05-24 11:22:57
@article{e907c5c5-99db-46a9-b86d-bcfb33754108,
abstract = {{The problem of controlling a system with constant but unknown parameters is considered. The analysis is restricted to discrete time single-input single-output systems. An algorithm obtained by combining a least squares estimator with a minimum variance regulator computed from the estimated model is analysed. The main results are two theorems which characterize the closed loop system obtained under the assumption that the parameter estimates converge. The first theorem states that certain covariances of the output and certain cross-covariances of the control variable and the output will vanish under weak assumptions on the system to be controlled. In the second theorem it is assumed that the system to be controlled is a general linear stochastic nth order system. It is shown that if the parameter estimates converge the control law obtained is in fact the minimum variance control law that could be computed if the parameters of the system were known. This is somewhat surprising since the least squares estimate is biased. Some practical implications of the results are discussed. In particular it is shown that the algorithm can be feasibly implemented on a small process computer.}},
author = {{Åström, Karl Johan and Wittenmark, Björn}},
issn = {{0005-1098}},
language = {{eng}},
number = {{2}},
pages = {{185--199}},
publisher = {{Pergamon Press Ltd.}},
series = {{Automatica}},
title = {{On Self-Tuning Regulators}},
url = {{http://dx.doi.org/10.1016/0005-1098(73)90073-3}},
doi = {{10.1016/0005-1098(73)90073-3}},
volume = {{9}},
year = {{1973}},
}