By L Dugard; M MʼSaad; Yoan D Landau; International Federation of Automatic Control
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Extra info for Adaptive systems in control and signal processing 1992 : selected papers from the fourth IFAC symposium, Grenoble, France, 1-3 July 1992
Wede. Robust control de sign circumventing linearization. A utomatica, in prepa ration. N. (1961). The problem of the most rapid de tection of a disturbance in a stationary process. Soviet Math. Dok/. 2, 795-799. Wahlberg, B. and L. Ljung ( 1991) . On estimation of trans fer function error bounds. 2. Hermes, Paris. pp. 1378-1383. Wittenmark, B. -0. llen (1991) . Identification and design for robust adaptive control. 2. Hermes, Paris. pp. 1390-1395. -0. Gutman and L. Neumann (1986). An algorithm for adaption of a robust controller to reduced plant uncertainty.
Ei,t (30) where K is an M-vector and T is an ( n , M)-matrix whose entries The prior part of the algorithm contains just one step ( i = l , . . , n) . -dependent set Let us summarize the whole procedure of approximation. e; (xt ) (29) with the coefficients f3j ,t deterniined by solving SUMMARY OF APPROXIMATION = 7= 1 f3j,O = 1 . with f3j,O > O, I: R-t Proof. g. Chentsov ( 1972 ) , Csiszar ( 1975 ) , D Jaynes ( 1979) , Grandy ( 1985 ) , Amari ( 1990 ) . ei,o (28) Proposition 2 (restricted maximum entropy estimation).
S R, R' , so the equations ( 14) choose from all possible deviations those which are acceptable for us. g. 's on e, to list only the simplest possibilities. where v• is now a set containing even some non-constant functions 9(8 ). We show that three natural requirements on the above relation determine the algebraic structure of v· completely. Requirements. 's R on X , (2) Bayes-compatible in the sense that Rr "" � implies Rt "" R� for T < t, (3) coarser than ( 10) in the sense that R := R! implies Lemma 1.