Continuous-time Stochastic Adaptive-control

Gevers, Michel;Goodwin, GC.;Wertz, Vincent
(1991) SIAM Journal on Control and Optimization — Vol. 29, n° 2, p. 264-282 (1991)

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  • Gevers, MichelUCLouvain
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  • Goodwin, GC.
    Author
  • Wertz, VincentUCLouvain
    Author
Abstract
This paper establishes global boundedness for a continuous-time stochastic adaptive control algorithm. It is shown that, with probability one, the system inputs and outputs satisfy a sample mean square boundedness property. The algorithm and method of analysis are not directly analogous to the discrete-time case, since special features are necessary to handle the continuous-time problem.
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Gevers, M., Goodwin, GC., & Wertz, V. (1991). Continuous-time Stochastic Adaptive-control. SIAM Journal on Control and Optimization, 29(2), 264-282. https://doi.org/10.1137/0329015 (Original work published 1991)