Abstract
This paper establishes global convergence of an explicit stochastic adaptive control algorithm for a class of discrete time linear systems. It is shown that for a system perturbed by white noise, a single adaptation algorithm will ensure sample mean square boundedness of the systems inputs and outputs, irrespective of the number of time delays k between the input and output of the system. To our knowledge, all previously obtained results require the use of k -the number of delays-interlaced adaptation algorithms.
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Fuchs, JJ. (1980). Commande adaptative explicite — Un exemple. In: Bensoussan, A., Lions, J.L. (eds) Analysis and Optimization of Systems. Lecture Notes in Control and Information Sciences, vol 28. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0004042
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DOI: https://doi.org/10.1007/BFb0004042
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