A ROBUST ALGORITHM FOR RANDOM PARAMETER TRACKING

Authors
JUDITSKY A PRIOURET P
Citation
A. Juditsky et P. Priouret, A ROBUST ALGORITHM FOR RANDOM PARAMETER TRACKING, IEEE transactions on automatic control, 39(6), 1994, pp. 1211-1221
Citations number
22
Categorie Soggetti
Controlo Theory & Cybernetics","Robotics & Automatic Control","Engineering, Eletrical & Electronic
Journal title
IEEE transactions on automatic control → ACNP
ISSN journal
00189286
Volume
39
Issue
6
Year of publication
1994
Pages
1211 - 1221
Database
ISI
SICI code
0018-9286(1994)39:6<1211:ARAFRP>2.0.ZU;2-X
Abstract
An algorithm for tracking time-varying parameters is studied. It is sh own to be exponentially stable independently of the choice of algorith m parameters. We derive some useful nonasymptotic estimates for the tr acking error and develop the asymptotically optimal version of the met hod.