Extended least squares based adaptive control: Robustness analysis Chapter uri icon

abstract

  • While the standard Least Squares parameter estimation algorithm is applicable for the control of linear stochastic systems in white noise, the Extended Least Squares algorithm is popularly used when the noise is colored. In this paper we examine whether this algorithm, designed to have good stochastic performance, is in fact robust to small unmodeled dynamics and bounded disturbances.

author list (cited authors)

  • Naik, S. M., & Kumar, P. R.

editor list (cited editors)

  • Duncan, T. E., & Pasik-Duncan, B.

Book Title

  • Stochastic Theory and Adaptive Control

publication date

  • January 1, 1992 11:11 AM