Indirect stochastic adaptive control: The general delay-colored noise case

Global convergence of stochastic adaptive control algorithms has been established recently for the general delay-colored noise case. An unfortunate feature of the proposed scheme is the use of
k
(the number of delays) interlaced recursions. Using an indirect adaptive control approach we establish that identical convergence properties can be achieved by a single adaptation algorithm. The proposed results apply straightforwardly to the adaptive predictor problems and should be of interest in other indirect control schemes.