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Supermartingale Analysis of Minimum Variance Adaptive Control

Johansson, Rolf LU orcid (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:
author
organization
publishing date
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}},
}