IEEE Transactions on Automatic Control, Vol.52, No.4, 703-709, 2007
Adaptive regulator for Hammerstein and Wiener systems with noisy observations
For Hammerstein and Wiener systems observed with additive noises the adaptive regulation control is produced by a truncated stochastic approximation (SA) algorithm with truncation regions expanding with a prescribed rate. It is proved that the stochastic adaptive control given in this note is optimal in the sense that it minimizes the long run average of regulation errors a.s.
Keywords:adaptive regulation;expanding truncations;Hammerstein system;stochastic approximation;Wiener system