Self-tuning servo for stochastic references. (English) Zbl 0588.93045
A solution to the problem of tracking an unknown reference signal is proposed. Three-term and error driven mean square optimal controllers are defined. Self-tuning algorithms, providing adaptation to both the process dynamics and the reference signal form are derived from the optimal solution. Their global convergence is proved. Simulation results illustrate their main properties.
MSC:
| 93C40 | Adaptive control/observation systems |
| 60G35 | Signal detection and filtering (aspects of stochastic processes) |
| 93C55 | Discrete-time control/observation systems |
| 93E10 | Estimation and detection in stochastic control theory |
| 93E25 | Computational methods in stochastic control (MSC2010) |
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