Parallel recursive algorithms in asymptotically efficient adaptive control of linear stochastic systems
Parallel recursive algorithms in asymptotically efficient adaptive control of linear stochastic systems
复制标题
线性随机系统渐近高效自适应控制中的并行递归算法
DOI:
10.1137/0329059
复制
发表时间:
1991
影响因子:
2.2
通讯作者:
Z. Ying
中科院分区:
文献类型:
--
作者:
T. Lai;Z. Ying
First, a review of some recent developments in stochastic adaptive control of linear stochastic systems is given. By integrating and refining several basic ideas in these developments, a relatively complete asymptotic solution to the adaptive control problem is then provided for such systems. The solution involves parallel implementation of a few basic recursive identification algorithms that serve to complement each other. It also involves occasional use of a dither signal to probe the system for information.