Stochastic adaptive control and prediction--The general delay-colored noise case
- 1 October 1980
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 25 (5), 946-950
- https://doi.org/10.1109/tac.1980.1102459
Abstract
Recent papers have established global convergence for stochastic adaptive control and prediction algorithms for discrete time linear systems. The general delay-white noise case and the unit delay-colored noise case have been treated. This paper extends the results to the general delay-colored noise case. Also, a slightly different proof technique is used which relies only upon elementary analysis and is thus of pedagogical interest.Keywords
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