A Robust Adaptive Minimum Variance Controller Academic Article uri icon


  • This paper addresses the twin questions of performance and robustness of an adaptive controller for single-input, single-output, linear, stochastic systems. In particular, we address the issue of adaptive controllers that are performance-optimal when the ideal assumptions are satisfied, and that are robust with respect to perturbations of the system from the ideal assumptions. We will consider two types of peturbations of the system from optimality. First we consider perturbations of the coefficients of the colored noise polynomial that can be large and that allow gross violation of the positive real assumption. Second, we consider system perturbations. Adaptive control laws should be designed to maintain stability with respect to the graph topology from all possible nominal systems. This is the goal of this paper.

published proceedings

  • SIAM Journal on Control and Optimization

author list (cited authors)

  • Praly, L., Lin, S., & Kumar, P. R.

citation count

  • 40

complete list of authors

  • Praly, L||Lin, S-F||Kumar, PR

publication date

  • March 1989