Supermartingale Analysis of Minimum Variance Adaptive Control

Rolf Johansson

doi:10.1016/S1474-6670(17)50732-6

Supermartingale Analysis of Minimum Variance Adaptive Control

Rolf Johansson

Department of Automatic Control

Research output: Contribution to journal › Article › peer-review

Abstract

Recursive estimation in feedback operation as used in minimum variance adaptive control is considered. The paper uses Lyapunov theory and supermartingale analysis to is to remove the stochastic stability assumption in previous work.

Original language	English
Pages (from-to)	181-186
Number of pages	6
Journal	IFAC Proceedings Volumes
Volume	25
Issue number	14
DOIs	https://doi.org/10.1016/S1474-6670(17)50732-6
Publication status	Published - 1992

Subject classification (UKÄ)

Control Engineering

Free keywords

adaptive control
stability
supermaringale
minimum variance prediction

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10.1016/S1474-6670(17)50732-6

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title = "Supermartingale Analysis of Minimum Variance Adaptive Control",

abstract = "Recursive estimation in feedback operation as used in minimum variance adaptive control is considered. The paper uses Lyapunov theory and supermartingale analysis to is to remove the stochastic stability assumption in previous work.",

keywords = "adaptive control, stability, supermaringale, minimum variance prediction",

author = "Rolf Johansson",

year = "1992",

doi = "10.1016/S1474-6670(17)50732-6",

language = "English",

volume = "25",

pages = "181--186",

journal = "IFAC Proceedings Volumes",

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PY - 1992

Y1 - 1992

N2 - Recursive estimation in feedback operation as used in minimum variance adaptive control is considered. The paper uses Lyapunov theory and supermartingale analysis to is to remove the stochastic stability assumption in previous work.

AB - Recursive estimation in feedback operation as used in minimum variance adaptive control is considered. The paper uses Lyapunov theory and supermartingale analysis to is to remove the stochastic stability assumption in previous work.

KW - adaptive control

KW - stability

KW - supermaringale

KW - minimum variance prediction

U2 - 10.1016/S1474-6670(17)50732-6

DO - 10.1016/S1474-6670(17)50732-6

M3 - Article

VL - 25

SP - 181

EP - 186

JO - IFAC Proceedings Volumes

JF - IFAC Proceedings Volumes

IS - 14

ER -

Supermartingale Analysis of Minimum Variance Adaptive Control

Abstract

Subject classification (UKÄ)

Free keywords

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Cite this