一类全局收敛的多变量自校正控制器*

A Class of Globally Convergent Multivariable Self-tuning Controllers

中文关键词  随机多变量系统  自校正控制  任意延时矩阵  全局收敛性

英文关键词  Stochastic multivariable systems  Self-tuning control  Arbitrary time delay matrix  Global convergence.

中文摘要

      本文将文[1]提出的多变量自校正控制算法推广到具有一般传输延时的多变量系统并进行了稳定性和收敛性分析。首先表明：即使对于具有任意传输延时的多变量系统，该自校正控制器仍具有全局收敛特性：以概率1输入输出向量采样均方有界，条件均方输出跟踪误差向量范数取得最小值。

英文摘要

      In this paper the multivariable self-tuning control algorithm presented in [1] is extended to multivariable systems having general time delay structure. The stability and convergence analysis for this algorithm is also established. It is first shown that even for multivariable systems with arbitrary time delay structure this self-tuning controller has global convergence properties, i.e., with probability one, the system inputs and outputs are sample mean square bounded and the conditional mean square tracking error achieves its minimum global possible value for linear feedback control.