基于输入匹配的广义预测自校正控制器--有色噪声情况
Generalized Predictive Self-Tuning Controller Based on Input Matching--The Colored Noise Case
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摘要: 为随机线性系统建立了全局收敛广义预测自校正控制算法,处理的是有色噪声的情 况,并给出了完整而严格的收敛性证明.在通常假设条件下使用这种算法,能使适应控制律和 最优控制律之差在样本均方意义下收敛到零.Abstract: This paper establishes a globally convergent generalized predictive self-tuning control algorithm for the stochastic linear system having colored noise. A complete and rigorous proof of the global convergence of the algorithm is given. The algorithm will ensure that the sample-mean-square difference between the adaptive control law and the optimal control law converges to zero under the general assumptions.
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Key words:
- Predictive control /
- self-tuning control /
- global convergence /
- input matching
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