On Stochastic Self-Tuning Methods
A general scheme which allows the analysis of self-tuning controllers is outlined. The emphasis is on indirect adaptive control methods applied to a given class of single input-single output, discrete time stochastic systems. These methods consist of an identification algorithm and a control law calculation algorithm. Sufficient conditions for both algorithms are given, which if fulfilled, guarantee the overall system to be stable, under an additional assumption on the estimated model of the system.
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