A Stable Identification Structure for a Class of Stochastic Systems

H. Akashi; K. A. Moustafa

doi:10.1109/TAC.1981.1102698

A Stable Identification Structure for a Class of Stochastic Systems

H. Akashi, K. A. Moustafa

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

Abstract

An on-line structure for identifying the parameters of a class of stochastic systems is presented and its convergence proof is established. The convergence proof, which is based on the supermartingale convergence theorem, is simple and concise and is valid under weak assumptions. It is shown that several identification schemes, some of them well known, can be derived as special cases of the proposed structure, and the global asymptotic stability of some schemes is proved.

Original language	English
Pages (from-to)	717-721
Number of pages	5
Journal	IEEE Transactions on Automatic Control
Volume	26
Issue number	3
DOIs	https://doi.org/10.1109/TAC.1981.1102698
Publication status	Published - Jun 1981
Externally published	Yes

ASJC Scopus subject areas

Control and Systems Engineering
Computer Science Applications
Electrical and Electronic Engineering

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10.1109/TAC.1981.1102698

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AB - An on-line structure for identifying the parameters of a class of stochastic systems is presented and its convergence proof is established. The convergence proof, which is based on the supermartingale convergence theorem, is simple and concise and is valid under weak assumptions. It is shown that several identification schemes, some of them well known, can be derived as special cases of the proposed structure, and the global asymptotic stability of some schemes is proved.

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A Stable Identification Structure for a Class of Stochastic Systems

Abstract

ASJC Scopus subject areas

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