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.Th...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.展开更多
For both discrete- and continuous-time linear input-output systems, consistent estimates, are given for unknown coefficients, system orders and time-delay. The proposed methods are characterized by the fact that there...For both discrete- and continuous-time linear input-output systems, consistent estimates, are given for unknown coefficients, system orders and time-delay. The proposed methods are characterized by the fact that there is no requirement for stability, minimum phase and any other behaviour of the system and by the fact that the designed experiment is diminishing. The latter fact is important when adaptive control problem is simultaneously solved.展开更多
This paper gives a definition of identifiability for multidimensional linear input-output systems and presents a necessary and sufficient condition for its satisfaction.For a class of identifiable systems it is also s...This paper gives a definition of identifiability for multidimensional linear input-output systems and presents a necessary and sufficient condition for its satisfaction.For a class of identifiable systems it is also shown that the unknown coeffcients of the system can consistently be estimated by a recursive algorithm.展开更多
基金Project supported by the National Natural Science Foundation of China and the TWAS Research Grant No.87-43
文摘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 by the TWAS RG MP 898-117
文摘For both discrete- and continuous-time linear input-output systems, consistent estimates, are given for unknown coefficients, system orders and time-delay. The proposed methods are characterized by the fact that there is no requirement for stability, minimum phase and any other behaviour of the system and by the fact that the designed experiment is diminishing. The latter fact is important when adaptive control problem is simultaneously solved.
基金This project is supported by the National Natural Science Foundation of Chinathe TWAS RG MP898-117
文摘This paper gives a definition of identifiability for multidimensional linear input-output systems and presents a necessary and sufficient condition for its satisfaction.For a class of identifiable systems it is also shown that the unknown coeffcients of the system can consistently be estimated by a recursive algorithm.
