Bounds on achievable performance in the identification and adaptive control of time-varying systems

IEEE Transactions on Automatic Control

Volumn 44, Issue 4, 1999, Pages 670-682

  Ravikanth, Rayadurgam ^a,b   Meyn, Sean P ^a,c  

^a IEEE

^b NOKIA RESEARCH CENTER   (United States)

^c University of Illinois at Urbana Champaign   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CLOSED LOOP CONTROL SYSTEMS; CONTROL SYSTEM ANALYSIS; ERROR ANALYSIS; PARAMETER ESTIMATION; STOCHASTIC CONTROL SYSTEMS; SYSTEM STABILITY; TIME VARYING CONTROL SYSTEMS;

GAUSS-MARKOV PARAMETER;

ADAPTIVE CONTROL SYSTEMS;

EID: 0032648042     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.754806     Document Type: Article

References (25)

1. V. Ananthararn and T. Konstantopoulos, "Stationary solutions of stochastic recursions describing discrete event systems," in Proc. 33st IEEE Conf. Decision Control, Orlando, FL, Dec. 1994, pp. 1481-1486.
2. B. D. O. Anderson and J. B. Moore, Optimal Filtering. Englewood Cliffs, NJ: Prentice-Hall, 1979.
3. K. Åström and B. Wittenmark, Adaptive Control. Reading, MA: Addison-Wesley, 1989.
4. S. Bittanti and M. Campi, "Bounded error identification of time-varying parameters by RLS techniques," IEEE Trans. Automat. Contr., to be published.
5. P. E. Caines, Linear Stochastic Systems. New York: Wiley, 1988.
6. M. Campi, "Exponentially weighted least squares identification of time-varying systems with white noise," IEEE Trans. Signal Processing, to be published.
7. R. D. Ellis, R. Ravikanth, and P. R. Kumar, "Automating the simulation of complex discrete-time control systems: A mathematical framework, algorithms and a software package," IEEE Trans. Automat. Contr., vol. 39, pp. 1795-1801, Sept. 1994.
8. T. S. Ferguson, Mathematical Statistics, A Decision Theoretic Approach. New York: Academic, 1967.
9. G. C. Goodwin, P. J. Ramadge, and P. E. Caines, "Discrete time stochastic adaptive control," SIAM J. Contr. Optim., vol. 19, pp. 829-853, 1981.
10. L. Guo, "Estimating time-varying parameters by the Kalman filter based algorithm: Stability and convergence," IEEE Trans. Automat. Contr., vol. 35, pp. 141-1471, Feb. 1990.
11. L. Guo and H.-F. Chen, "The Åström-Wittenmark self-tuning regulator revisited and ELS-based adaptive trackers," IEEE Trans. Automat. Contr., vol. 36, pp. 802-812, July 1991.
12. L. Guo and L. Ljung, "Performance analysis of general tracking algorithms," IEEE Trans. Automat. Contr., vol. 40, pp. 1388-1402, 1995.
13. L. Guo, L. Ljung, and P. Priouret, "Performance analysis of forgetting factor RLS," Int. J. Adaptive Control and Signal Processing, to be published.
14. P. R. Kumar, "Convergence of least-squares parameter estimate based adaptive control schemes," IEEE Trans. Automat. Contr., vol. 35, pp. 416-424, Apr. 1990.
15. P. Lancaster and L. Rodman, "Solutions to the continuous and discrete time algebraic Riccati equations: A review," in The Riccati Equation, S. Bittanti, A. Laub, and J. C. Willerns, Eds. New York: Springer-Verlag, 1991.
16. R. S. Liptser and A. N. Shiryayev, Statistics of Random Processes, I Applications. New York: Springer-Verlag, 1977.
17. D. Q. Mayne, "Optimal nonstationary estimation of the parameters of a linear system with Gaussian inputs," J. Economic Dynamics and Contr., vol. 14, p. 101, 1963.
18. S. P. Meyn and L. J. Brown, "Model reference adaptive control of time varying and stochastic systems," IEEE Trans. Automat. Control, vol. 38, 1993.
19. S. P. Meyn and P. E. Caines, "A new approach to stochastic adaptive control," IEEE Trans. Automat. Contr., vol. AC-32, pp. 220-226, 1987.
20. S. P. Meyn and R. L. Tweedie, Markov Chains and Stochastic Stability, Control and Communication in Engineering. London, U.K.: Springer-Verlag, 1993.
21. S. M. Naik and P. R. Kumar, "Robust indirect adaptive control of time-varying plants with unmodeled dynamics and disturbances," SIAM J. Contr. Optim., vol. 32, pp. 1696-1725, 1994.
22. R. Ravikanth and S. P. Meyn, "Performance evaluation in identification and adaptive control of time varying systems," in Proc. 33st IEEE Conf. Decision and Control, Orlando, FL, Dec. 1994, pp. 205-210.
23. R. Ravikanth, S. P. Meyn, and L. J. Brown, "Bayesian adaptive control of time varying systems," in Proc. IEEE 31st Conf. Decision and Control, Tucson, AZ, Dec. 1992.
24. W. Ren, "Stochastic adaptive system theory for identification, filtering, prediction and control," Ph.D. dissertation, Univ. Illinois, Urbana, IL, Aug. 1991.
25. J. C. Spall, "The Kantorovich inequality for error analysis of the Kalman filter with unknown noise distributions," Automatica, vol. 31, no. 10, pp. 1513-1517, 1995.