Titlebook: Identification and Stochastic Adaptive Control; Han-Fu Chen,Lei Guo Book 1991 Springer Science+Business Media New York 1991 Martingal.Mart

教义

Filtering and Control for Linear Systems,ith unknown parameters which is the subject of the present book. Aiming at those who are not in the field of control theory, this chapter provides the necessary concepts and results of control theory which will be used in later chapters.

Cacophonous

Coefficient Estimation in Adaptive Control Systems,he system input. In order for the coefficient estimate to be consistent, we have clarified how the stochastic regressors . or . or . should behave. Unfortunately, as to be shown in this chapter, the required properties of . or . or ., in general, may not be satisfied for adaptive control systems.

儿童

Order Estimation,w] and Φ. [HQ] have been proposed to solve this problem. Among them, the information based criteria usually choose the order to minimize the following quantity.where . is the data size, σ. is the residual variance and . is a non-negative random variable that reflects the complexity of the nominal mo

人充满活力

一夫一妻制

Adaptive Control of Time-Varying Stochastic Systems,o its parameters may vary with time. The drifting or jumping phenomena of parameters in a system is one of the motivations for adaptive control since classical design methods may be difficult to use for such systems.

缝纫

CHURL

Limit Theorems on Martingales,nce with single- and double-indexed random weights [St], [LW1], [CG3], [GHH], [HG]. These results are the bases of analysis for the least-square-based estimates for coefficients and orders which will be considered in later chapters.

lobster

预定

Book 1991he constructed mathematical model to predicting, controlling or extracting other useful information constitute a problem that has been drawing a lot of attention from engineering and gaining more and more importance in econo­ metrics, biology, environmental science and other related areas. Over the

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