摘要
Stochastic adaptive control is considered for the discrete-time multi-input and multi-output system of multi-delay with noise expressed by an ARMA process.The CARIMA model isa special case of the system in question.The optimal adaptive control law is given and it is shown thata quadratic cost function is minimized and the closed-loop system is stable.Further,when the systemis of minimum phase,the convergence rates of parameter estimates and of the cost-function are alsoderived.
Stochastic adaptive control is considered for the discrete-time multi-input and multi-output system of multi-delay with noise expressed by an ARMA process.The CARIMA model isa special case of the system in question.The optimal adaptive control law is given and it is shown thata quadratic cost function is minimized and the closed-loop system is stable.Further,when the systemis of minimum phase,the convergence rates of parameter estimates and of the cost-function are alsoderived.
基金
Project supported by the National Natural Science Foundation of China and the TWAS Research Grant No.87-43
