A Study on the Least Squares Method in Stochastic Adaptive Controls

확률적응 제어에서의 최소자승법에 관한 연구

This paper discusses on the stochastic adaprive control which uses a least squares method in the parameter adaptation law. Especially we study on the reason why existing methods have adopted modified least squares methods. After examining the performances of these methods for time-varying systems, we propose a new method to deal with such a situation, study on the stability problem, and finally show the effectiveness of the method with a computer simulation example.