IEEE - Institute of Electrical and Electronics Engineers, Inc. - The convergence analysis of the self-tuning Riccati equation

2009 Chinese Control and Decision Conference (CCDC)

Author(s): Lei Gu ; Xiao-Jun Sun ; Zi-Li Deng
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 June 2009
Conference Location: Guilin, China, China
Conference Date: 17 June 2009
Page(s): 1,154 - 1,159
ISBN (CD): 978-1-4244-2723-9
ISBN (Paper): 978-1-4244-2722-2
DOI: 10.1109/CCDC.2009.5192054
Regular:

For the linear discrete time-invariant stochastic system with unknown transition matrix and unknown noise variances, a self-tuning Riccati equation is presented based on the on-line consistent... View More

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