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Deterministic convergence of a self-tuning regulator with covariance resetting. (English) Zbl 0538.93040
Summary: A recent paper by A. Cordero and D. Q. Mayne [IEE Proc. Control Theory Appl. 128, 19-23 (1981)] has established convergence of a self-tuning regulator with variable forgetting factor. The short paper shows that a similar result can be proved for ordinary recursive least squares with covariance resetting.

MSC:
93C40 Adaptive control/observation systems
93B40 Computational methods in systems theory (MSC2010)
93C99 Model systems in control theory
62J10 Analysis of variance and covariance (ANOVA)
93C05 Linear systems in control theory
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