Stable adaptive control for a plant with randomly varying parameters |
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Authors: | Bernard Delyon Anatolij Juditsky |
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Affiliation: | (1) IRISAIINRIA Campus de Beaulieu, 35042 Rennes, France |
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Abstract: | Adaptive control is considered for a two-dimensional linear discrete-time plant with randomly drifting parameters. The certainty equivalent minimum variance control law along with the projection-like identification algorithm are used. The stability of the parameter estimates and exponential stability of the closed-loop system are proved in the absence of any persistent excitation assumption. |
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