Author | Chen, Han-Fu. author |
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Title | Identification and Stochastic Adaptive Control [electronic resource] / by Han-Fu Chen, Lei Guo |
Imprint | Boston, MA : Birkhรคuser Boston : Imprint: Birkhรคuser, 1991 |
Connect to | http://dx.doi.org/10.1007/978-1-4612-0429-9 |
Descript | XI, 435 p. online resource |
1 Probability Theory Preliminaries -- 1.1 Random Variables -- 1.2 Expectation -- 1.3 Conditional Expectation -- 1.4 Independence, Characteristic Functions -- 1.5 Random Processes -- 1.6 Stochastic Integral -- 1.7 Stochastic Differential Equations -- 2 Limit Theorems on Martingales -- 2.1 Martingale Convergence Theorems -- 2.2 Local Convergence Theorems -- 2.3 Estimation for Weighted Sums of a Martingale Difference Sequence -- 2.4 Estimation for Double Array Martingales -- 3 Filtering and Control for Linear Systems -- 3.1 Controllability and Observability -- 3.2 Kalman Filtering for Systems with Random Coefficients -- 3.3 Discrete-Time Riccati Equations -- 3.4 Optimal Control for Quadratic Costs -- 3.5 Optimal Tracking -- 3.6 Model Reference Control -- 3.7 Control for CARIMA Models -- 4 Coefficient Estimation for ARMAX Models -- 4.1 Estimation Algorithms -- 4.2 Convergence of ELS Without the PE Condition -- 4.3 Local Convergence of SG -- 4.4 Convergence of SG Without the PE Condition -- 4.5 Convergence Rate of SG -- 4.6 Removing the SPR Condition By An Overparameterization Technique -- 4.7 Removing the SPR Condition By Using Increasing Lag Least Squares -- 5 Stochastic Adaptive Tracking -- 5.1 SG-Based Adaptive Tracker With d = 1 -- 5.2 SG-Based Adaptive Tracker With d ?1 -- 5.3 Stability and Optimality of รstrรถm-Wittenmark Self-Tuning Tracker -- 5.4 Stability and Optimality of ELS-Based Adaptive Trackers -- 5.5 Model Reference Adaptive Control -- 6 Coefficient Estimation in Adaptive Control Systems -- 6.1 Necessity of Excitation for Consistency of Estimates -- 6.2 Reference Signal With Decaying Richness -- 6.3 Diminishingly Excited Control -- 7 Order Estimation -- 7.1 Order Estimation by Use of a Priori Information -- 7.2 Order Estimation by not Using Upper Bounds for Orders -- 7.3 Time-Delay Estimation -- 7.4 Connections of CIC and BIC -- 8 Optimal Adaptive Control with Consistent Parameter Estimate -- 8.1 Simultaneously Gaining Optimality and Consistency in Tracking Systems -- 8.2 Adaptive Control for Quadratic Cost -- 8.3 Connection Between Adaptive Controls for Tracking and Quadratic Cost -- 8.4 Model Reference Adaptive Control With Consistent Estimate -- 8.5 Adaptive Control With Unknown Orders, Time-Delay and Coefficients -- 9 ARX(?) Model Approximation -- 9.1 Statement of Problem -- 9.2 Transfer Function Approximation -- 9.3 Estimation of Noise Process -- 10 Estimation for Time-Varying Parameters -- 10.1 Stability of Random Time-Varying Equations -- 10.2 Conditional Richness Condition -- 10.3 Analysis of Kalman Filter Based Algorithms -- 10.4 Analysis of LMS-Like Algorithms -- 11 Adaptive Control of Time-Varying Stochastic Systems -- 11.1 Preliminary Results -- 11.2 Systems with Random Parameters -- 11.3 Systems with Deterministic Parameters -- 12 Continuous-Time Stochastic Systems -- 12.1 The Model -- 12.2 Parameter Estimation -- 12.3 Adaptive Control -- References