화학공학소재연구정보센터
SIAM Journal on Control and Optimization, Vol.32, No.1, 187-212, 1994
Further Results on Least-Squares Based Adaptive Minimum-Variance Control
Based on the recently established results on self-tuning regulators originally proposed by Astrom and Wittenmark, this paper presents various novel and extended results on least squares based adaptive minimum variance control for linear stochastic systems. These results establish self-optimality, self-tuning property, and the best possible convergence rate of the control law in a variety of situations of interest.