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

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1 Author(s)
Fuchs, Jean-Jacques J. ; Institut de Recherche en Informatique et Systèmes Aléatoires, Rennes, France

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.

Published in:

Automatic Control, IEEE Transactions on  (Volume:27 ,  Issue: 2 )