Abstract
Consider the estimation of a plant model disturbed by a stochastic process which can be represented by:
where u is the input, y is the output, w is a the zero mean stationary stochastic disturbance with finite moments and:
Let’s consider an equation error type adjustable predictor (like in RLS).
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1998 Springer-Verlag London
About this chapter
Cite this chapter
Landau, I.D., Lozano, R., M’Saad, M. (1998). Parameter Adaptation Algorithms — Stochastic Environment. In: Adaptive Control. Communications and Control Engineering. Springer, London. https://doi.org/10.1007/978-0-85729-343-5_4
Download citation
DOI: https://doi.org/10.1007/978-0-85729-343-5_4
Publisher Name: Springer, London
Print ISBN: 978-1-4471-1044-6
Online ISBN: 978-0-85729-343-5
eBook Packages: Springer Book Archive