Adaptation in Stochastic Dynamic Systems—Survey and New Results II

• 作者: Innokentiy V. Semushin
• 来源期刊: 通讯、网络与系统学国际期刊(英文)
• 学科: 数学
• 关键词: Linear STOCHASTIC Systems PARAMETER Estimation Model IDENTIFICATION IDENTIFICATION for CONTROL Adaptive CONTROL
• 年，卷（期）: 2011,（4）
• 页码范围: 266-285
• 页数: 20页
• 分类号: O1

摘要

This paper surveys the field of adaptation in stochastic systems as it has developed over the last four decades. The author’s research in this field is summarized and a novel solution for fitting an adaptive model in state space (instead of response space) is given.