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Performance and robustness in adaptive control of linear stochastic systems

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Stochastic Differential Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 126))

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Abstract

We provide an account of some recent results concerning performance and robustness of adaptive controllers for linear stochastic systems. By performance is meant such properties as self-tuning and self-optimization when the system under control satisfies some assumed properties such as being of known order, with a certain spectrum for the noisy disturbance, etc. Under the topic of robustness we analyze the consequences when such idealized properties fail to be met.

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IV. References

  1. P. R. Kumar and P. P. Varaiya, Stochastic Systems: Estimation, Identification and Adaptive Control, Prentice-Hall, 1986.

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  2. P. R. Kumar and L. Praly, “Self-Tuning Trackers,” SIAM Journal on Control and Optimization, vol. 25, no. 4, pp. 1053–1071, July 1987.

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  3. G. Goodwin, P. Ramadge and P. E. Caines, “Discrete-Time Stochastic Adaptive Control,” SIAM Journal on Control and Optimization, vol. 19, pp. 829–853, 1981.

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  4. S.-F. Lin and P. R. Kumar, “Parameter Convergence in the Goodman-Ramadge-Caines and a Modified Least Squares Adaptive Control Algorithms,” University of Illinois, 1988.

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  5. A. Becker, P. R. Kumar and C. Z. Wei, “Adaptive Control with the Stochastic Approximation Algorithm: Geometry and Convergence,” IEEE Transactions on Automatic Control, vol. AC-30, pp. 330–338, 1985.

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  6. M. Vidyasagar, “The Graph Metric for Unstable Plants and Robustness Estimates for Feedback Stability,” IEEE Transactions on Automatic Control, vol. AC-29, pp. 403–418, May 1984.

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  7. L. Praly, S.-F. Lin and P. R. Kumar, “A Robust Adaptive Minimum Variance Controller,” to appear in SIAM Journal on Control and Optimization.

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Author information

Authors and Affiliations

  1. Department of Electrical and Computer Engineering and Coordinated Science Laboratory, University of Illinois, 1101 W. Springfield Avenue, 61801, Urbana, Illinois, USA

    P. R. Kumar

Authors
  1. P. R. Kumar
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Editor information

Norbert Christopeit Kurt Helmes Michael Kohlmann

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© 1989 Springer-Verlag

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Kumar, P.R. (1989). Performance and robustness in adaptive control of linear stochastic systems. In: Christopeit, N., Helmes, K., Kohlmann, M. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 126. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0043784

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  • DOI: https://doi.org/10.1007/BFb0043784

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-51299-8

  • Online ISBN: 978-3-540-46188-3

  • eBook Packages: Springer Book Archive

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