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Optimal adaptive controller for systems with delay
Author(s) -
Lo Kueiming,
Kimura Hidenori
Publication year - 2004
Publication title -
international journal of adaptive control and signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.73
H-Index - 66
eISSN - 1099-1115
pISSN - 0890-6327
DOI - 10.1002/acs.836
Subject(s) - control theory (sociology) , estimator , adaptive estimator , controller (irrigation) , adaptive control , convergence (economics) , estimation theory , rate of convergence , stochastic approximation , mathematical optimization , identification (biology) , computer science , strong consistency , system identification , optimal control , consistency (knowledge bases) , mathematics , algorithm , control (management) , asynchronous communication , key (lock) , statistics , economic growth , biology , agronomy , measure (data warehouse) , economics , computer security , database , artificial intelligence , computer network , botany
Abstract Stochastic adaptive d ‐step‐ahead optimal control is analyzed in this paper. An adaptive controller using the least squares (LS) algorithm and an input matching technique is proposed to combine the globally convergent estimation character of the adaptive tracking and optimally‐based input specification behavior by using a d ‐step‐ahead quadratic cost function. The identification convergence rate of the parameter estimation is based on the LS algorithm. With adaptive control, the d ‐step‐ahead closed‐loop stochastic system is globally stable and the adaptive controller converges to the d ‐step‐ahead optimal controller. Lastly, the consistency of parameter estimators is analyzed and the convergence rate of parameter estimation is obtained. Copyright © 2004 John Wiley & Sons, Ltd.