摘要
This paper proposes a recursive algorithm estimating coefficients of the linear stochastic control system(ARX system) driven by a martingale difference sequence, while adaptively stabilizing the system without introducing external excitation signal. The system is allowed to be unstable and of nonminimum-phase. The estimates derived for the coefficients of both closed-loop and open-loop systems are strongly consistent.
基金
This research is supportedby the National Natural Science Foundation of China and the National Key Project of China.
