Convergence of Self-Tuning Regulators under Conditional Heteroscedastic Noises with Unknown High-Frequency Gain
文献类型：期刊论文
| 作者 | Zhang, Yaqi; Guo, Lei |
| 刊名 | JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
 |
| 出版日期 | 2020-11-07 |
| 页码 | 15 |
| 关键词 | ARCH model conditional heteroscedasticity convergence self-tuning regulator weighted least-squares algorithm |
| ISSN号 | 1009-6124 |
| DOI | 10.1007/s11424-020-9117-9 |
| 英文摘要 | In the classical theory of self-tuning regulators, it always requires that the conditional variances of the systems noises are bounded. However, such a requirement may not be satisfied when modeling many practical systems, and one significant example is the well-known ARCH (autoregressive conditional heteroscedasticity) model in econometrics. The aim of this paper is to consider self-tuning regulators of linear stochastic systems with both unknown parameters and conditional heteroscedastic noises, where the adaptive controller will be designed based on both the weighted least-squares algorithm and the certainty equivalence principle. The authors will show that under some natural conditions on the system structure and the noises with unbounded conditional variances, the closed-loop adaptive control system will be globally stable and the tracking error will be asymptotically optimal. Thus, this paper provides a significant extension of the classical theory on self-tuning regulators with expanded applicability. |
| 资助项目 | National Natural Science Foundation of China[11688101] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000587281000026 |
| 出版者 | SPRINGER HEIDELBERG |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/52467]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Zhang, Yaqi |
| 作者单位 | Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhang, Yaqi,Guo, Lei. Convergence of Self-Tuning Regulators under Conditional Heteroscedastic Noises with Unknown High-Frequency Gain[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2020:15. |
| APA | Zhang, Yaqi,&Guo, Lei.(2020).Convergence of Self-Tuning Regulators under Conditional Heteroscedastic Noises with Unknown High-Frequency Gain.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,15. |
| MLA | Zhang, Yaqi,et al."Convergence of Self-Tuning Regulators under Conditional Heteroscedastic Noises with Unknown High-Frequency Gain".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY (2020):15. |
入库方式： OAI收割
来源：数学与系统科学研究院
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