Supermartingale Analysis of Minimum Variance Adaptive Control
(1992) In IFAC Proceedings Volumes 25(14). p.181-186- Abstract
- Recursive estimation in feedback operation as used in minimum variance adaptive control is considered. The paper uses Lyapunov theory and supermartingale analysis to is to remove the stochastic stability assumption in previous work.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/a00544b9-a122-4638-a484-7aea7a753f7e
- author
- Johansson, Rolf
LU
- organization
- publishing date
- 1992
- type
- Contribution to journal
- publication status
- published
- subject
- keywords
- adaptive control, stability, supermaringale, minimum variance prediction
- in
- IFAC Proceedings Volumes
- volume
- 25
- issue
- 14
- pages
- 6 pages
- publisher
- Elsevier
- DOI
- 10.1016/S1474-6670(17)50732-6
- language
- English
- LU publication?
- yes
- id
- a00544b9-a122-4638-a484-7aea7a753f7e
- date added to LUP
- 2022-06-21 12:47:14
- date last changed
- 2022-08-17 15:40:20
@article{a00544b9-a122-4638-a484-7aea7a753f7e, abstract = {{Recursive estimation in feedback operation as used in minimum variance adaptive control is considered. The paper uses Lyapunov theory and supermartingale analysis to is to remove the stochastic stability assumption in previous work.}}, author = {{Johansson, Rolf}}, keywords = {{adaptive control; stability; supermaringale; minimum variance prediction}}, language = {{eng}}, number = {{14}}, pages = {{181--186}}, publisher = {{Elsevier}}, series = {{IFAC Proceedings Volumes}}, title = {{Supermartingale Analysis of Minimum Variance Adaptive Control}}, url = {{http://dx.doi.org/10.1016/S1474-6670(17)50732-6}}, doi = {{10.1016/S1474-6670(17)50732-6}}, volume = {{25}}, year = {{1992}}, }