SIAM Journal on Control and Optimization, Vol.34, No.1, 365-388, 1996
Adaptive-Control via a Simple Switching Algorithm
In this paper we present an adaptive stabilization control for systems with unknown constant parameters and stochastic disturbances, which may be neither open-loop stable nor minimum phase. The ideas come from previous works [J. F. Zhang and H. F. Chen, Adaptive stabilization under the weakest condition, Proc. 31st Control and Design Conference, December 14-18, 1992, pp. 3620-3621, and H. F. Chen, Continuous-Time Stochastic Adaptive Control Stabilizing the System and Minimizing the Quadratic Loss Function, Tech. Report, Institute of Systems Science, Academia Sinica, Beijing, 1992], but here we not only simplify the construction procedure of an adaptive control but also reduce the computational load significantly, so that the adaptive control in this paper is more practical. Furthermore, parameter estimation is carried out in only a finite time period and, unlike previous work, the parameter estimates are generated by ordinary differential equations rather than stochastic differential equations.