引用本文:李瑞胜,马平,洪惠民.随机系统最小二乘辨识的稳健性收敛性及适应控制[J].控制理论与应用,1992,9(3):268~278.[点击复制]
LI Ruisheng, MA Ping and HONG Huimin.Robustness and Convergence of Least-Squares Identification and Adaptive Tracking for Stochastic System[J].Control Theory and Technology,1992,9(3):268~278.[点击复制]
随机系统最小二乘辨识的稳健性收敛性及适应控制
Robustness and Convergence of Least-Squares Identification and Adaptive Tracking for Stochastic System
摘要点击 1000  全文点击 471  投稿时间：1990-10-20  修订日期：1991-09-26
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DOI编号  
  1992,9(3):268-278
中文关键词  稳健性  强一致性  未建模动态特性  适应跟踪  推广最小二乘算法
英文关键词  robustness  strong consistency  unmodeled dynamics  adaptive tracking  extended least-squares algorithm
基金项目  
作者单位
李瑞胜,马平,洪惠民 山东大学威海分校控制工程系 
中文摘要
      基于击鼓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。
英文摘要
      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 decrease 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 zzero in the average sense.