多步时滞随机系统的适应跟踪

Adaptive tracking of time delay systems

研究了多步时滞随机系统基于ＥＬＳ算法的适应控制问题，建立了多步时滞系统的ＥＬＳ算法，并推得用该算法辨识系统参数的收敛速率。证明了闭环系统是全局稳定的，且对参考信号的跟踪达到最优。

ELS based adaptive tracker coincides with the self tuning regulator proposed by strom Wittenmark, which has gotten a very success in application and has been drawn much attention to establish its global convergence. In this paper the adaptive tracking problems for multi delay stochastic systems are considered. By making use of martingale theorems, established herein are certain basic properties of adaptive d step ahead predictors based on ELS algorithms for recursive identification of the systems. The convergence rates of the parameter estimation are given. It is shown that the closed loop system is globally stable and adaptive tracking is optimal.