Abstract
Rissanen's “Predictive Least Squares” principle provides a recursive procedure by which the order of a stable autoregression may be consistently estimated. Combining this with a modification of the randomly truncated LQG control with attenuated excitation due to Chen and Guo, we obtain a fully recursive adaptive controller for ARX systems of unknown order which asymptotically minimizes a quadratic performance index while providing consistent estimates of model order and parameters.
On leave from Centro Técnico Aeroespacial, São José dos Campos, SP, Brazil. Work supported by ITA and CAPES
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© 1989 Springer-Verlag
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Davis, M.H.A., Hemerly, E.M. (1989). Order determination and adaptive control of ARX models using the PLS criterion. In: Christopeit, N., Helmes, K., Kohlmann, M. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 126. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0043776
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DOI: https://doi.org/10.1007/BFb0043776
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