摘要
基于估计随机系统已建模部分未知参数的推广最小二乘算法,递推地定义了跟踪随机参考信号的适应控制器。我们证明了闭环系统稳定;当未建模动态特性在平均意义下有界时,估计误差随未建模 动态特性的衰减而减少且跟踪误差以一个微小的量偏离其最小值;当未建模动态特性在平均意义下趋于零时,可同时获得估计的强一致性及适应跟踪的渐近最优性。
Based on the extended least squares (ELS) algorithm estimating unknown parameters of modeled part in a stochastic system the adaptive controller for tracking a stochastic reference signal is recursively defined.It is shown that the closed-loop system is stable;the estimation error decreases as the unmodeled dynamics decays and the tracking error differs from the minimum plus a small value when the unmodeled dynamics is bounded in the average sense;the strong consistency of the estimates and the asymptotical optimality of the adaptive tracking are obtained when the unmodeled dynamics approaches zero in the average sense.
出处
《控制理论与应用》
EI
CAS
CSCD
北大核心
1992年第3期268-278,共11页
Control Theory & Applications
关键词
随机系统
最小二乘
收敛性
稳健性
robustness
strong consistency
unmodeled dynamics
adaptive tracking
extended least-squares algorithm
