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Discrete-Time Multivariable

Adaptive Control

ADAPTIVE control, so great is its appeal, has been studied for almost forty years. Its early history is one of diverse,
but interesting, heuristic endeavors. One of the first problems
studied, and one that has formed the focus of much subsequent
research, is that of adaptivemodelreference control in which the
controller employs an estimate of the unknown plant to cause
the output y to track y* = H r, where r is the reference, H a
prespecified reference model, and y* the desired output. Another consistent theme is certainty equivalence, regarding (and
using) the estimated plant as if it were the true plant; the motivation is obvious ... if the estimated parameters converge to the
true parameters, the certainty equivalent controller converges to
a satisfactory (optimal) controller for the true plant. However,
adaptive controllers can perform satisfactorily even if, as is often the case, the estimated parameters do not converge to their
true values; this was dramatically shown in the paper by Astrom
and Wittenmark [1], also included in this volume. Early use of
Lyapunov theory to establish stability was restricted to minimum phase plants with relative degree one. Plants with a relative degree higher than one posed a major problem [17] that was
not satisfactorily resolved until the late 1970s; indeed, the paper
by Goodwin, Ramadge, and Caines was a major contribution
to the resolution of this formidable problem and a substantial
stimulus to subsequent research.
Suppose the system to be controlled is described by

where YE := (1/ E)y, UE := (1/ E)u, () is a vector of the coefficients of the polynomials Rand S, and the regressor vector has
components qi y E, i = 0, ... , n - 1, and qi UE, i = 0, ... , n.
The estimation equation y = T e may be used in many different ways to provide an estimate of the unknown parameter e.
Suppose the desired closed -loop transfer function is H = (N / E)
so that the desired output is y* = H r, and that b.; = Sn = 1 is
known. To determine the control, the system equation may be
written in the form

E2Y = RYE l

Ey = Ry

where 1/J:=E2 (the vector 1/1 has components qi YE l , i = 0, ... ,

qiUEl' i = 0, ... , n). The degree of E 1 is n so that
1/JT emay be written as 1JT e + u. If eis known (and the system is
minimum phase), the control u may be chosen (as u = E2Y* 1JT ()) to cause the output to satisfy

= 1JT e + U = E2Y*

so that the tracking error y - y* decays to zero (and all signals

remain bounded). If () is unknown, a tempting strategy is to
employ the certainty equivalent control u = E2Y* - 1JT with
the result that E 2 y* = 1/JT and the output is now given by

where E = E 1E2 is monic and Hurwitz, and 1 and E2 have

degrees nand m, respectively. Hence (ignoring exponentially
decaying terms)


E2Y = E 2y* + 't/JTe

The tracking error er := Y - y* satisfies

+ Su

= 1/JT e

n - 1, and

Ay =Bu
where A and B are polynomials of degree nand m, respectively,
in the shift operator q, and A is monic; for continuous-time systems q is replaced by the derivative operator d / d t. The system
may be re-parameterized (as shown in [1] and [15], the latter in
'state-space language') to obtain

+ SUEl

= e + er

where := T is the estimated output, e := Y - Y = T is

the prediction error (Monopoli's augmented error), := () is the parameter error, and er := (y - y*) is an estimate of the
tracking error eT. Since


= [(1/ E2)l/!T]e - (1/2)[ l/IT OJ


it is also known as the 'swapping error'; eT is zero if is constant, but otherwise depends on the rate of change of (in the
continuous-time case it is proportional to (d / dt)e).
Monopoli [15] proposed use of the certainty equivalent controllaw in conjuction with a simple gradient estimator (d/ d t)O =
e; however, as was later pointed out, convergence of the


tracking error to zero was not established except for the case
of unity relative degree. The first proof of convergence (for
continuous-time systems) was achieved in [4] by modifying the
controller; nonlinear damping was added to ensure convergence
of eT to zero; this enabled convergence of er (and boundedness of all signals) to be proven. Because of the complexity of
the controller, and of the accompanying analysis, the paper [4]
did not have the impact it deserved. The second and much simpler proof (for discrete-time, systems), presented in this paper
by Goodwin, Ramadge, and Caines, achieved convergence by
modifying the estimator; the rate of change of 8 was reduced
(thereby reducing eT ) by the introduction of error normalization
(replacing e in the estimator algorithm bye := e/[I, + 1c/J1 2]1/2).
Error normalization was independently proposed in [3].
The relevant result is Lemma 3.1 of the paper by Goodwin,
Ramadge, and Caines, which essentially states:

(a) Suppose the estimator is such that the normalized prediction error e = e/[1 + 1c/J1 2]1/2 lies in f 2
(b) Suppose the controller is such that the regressorvector c/J
satisfies the growth condition
1c/J(t)1 2 ~ c[1 + max{le(r)1 2 IrE [0, t]}
for all t


(i) Ic/J(t) I is uniformly bounded, and

(ii) e(t) ~ 0 as t ~ 00.

The result is simple to state and prove. It provided a simple means

for establishing convergence (and boundedness of all signals) for
a wide range of adaptive controllers and contributed to an explosive re-awakening of interest in adaptive control. An important
feature of the result is its modularity: condition (a) on the estimator can be established independently of (b), i.e., independently
of the control law. The result was presented in an electrifying
seminar at Yale University (New Haven, Connecticut) in late
1978 and was rapidly extended to the deterministic continuoustime case in [16] and [21]. All three papers appeared in the same
issue of the IEEE Transactionson Automatic Control; ironically,
the paper by Goodwin, Ramadge, and Caines was the only one
that did not appear as a regular paper. A parameter estimation
perspective of the continuous-time results was given in [5], providing an analogous modular decomposition of the conditions
for convergence. Stochastic versions of the paper by Goodwin,
Ramadge, and Caines and of [5] appeared, respectively, in [7]
and [6]. Research on convergence and stability has continued to
this day. For example, the earlier nonlinear damping approach
of [4] was extended in [11] to deal with 'true' output nonlinearities for which certainty equivalent adaptive controllers are
inadequate, and backstepping [13] was developed as a systematic
tool for designing adaptive controllers for linear and nonlinear
systems with high relative degree. Furthermore, switching was
introduced to enforce convergence when structural properties

(e.g., relative degree) are unknown [18], and modifications were

made in the basic algorithm to ensure robustness [19], [9], [12].
Research results of this period were rapidly consolidated in texts
such as [8], [20], [14], [2], [22], and [10].
The paper by Goodwin, Ramadge and Caines is an important
milestone in the evolution of adaptive control. It contributed
much to the richness of a subject that has progressed far and that
now appears poised for further significant advances.


[1] K.1. ASTROM AND B. WITTENMARK, "On self tuning regulators," Automatica, 9:185-199, 1973.
[2] K. 1. ASTROM AND B. WITTENMARK, Adaptive Control, Addison-Wesley
(Reading, MA), 1989.

[3] B. EGARDT, StabilityofAdaptiveControllers, Springer-Verlag (NewYork),

[4] A. FEUER AND S. MORSE, "Adaptivecontrol of single input, single output
linear systems," IEEE Trans. Automat.Contr., AC-23(4):557-569, 1978.
[5] G. C. GOODWIN AND D. Q. MAYNE, "A parameter estimation perspective
.of continuous time adaptivecontrol," Automatica, 23:57-70,1987.
[6] G. C. GOODWIN AND D. Q. MAYNE, "Continuous-timestochasticmodelreference adaptivecontrol," IEEE Trans. Automat.Contr., AC-36(ll): 12541263, November 1991.
[7] G. C. GOODWIN, P.J. RAMADGE, AND P. E. CAINES, "Discrete time stochastic adaptive control," SIAM J. Contr. Optimiz., 19(6):829-853,1981.
[8] G. C. GOODWIN AND K. S. SIN,AdaptiveFiltering, Prediction and Control,
Prentice Hall (EnglewoodCliffs, NJ), 1984.
[9] P. A. IOANNOU AND P.KOKOTOVIC, AdaptiveSystemswithreducedmodels,
Lecture Notes in Control and Information Sciences, Vol. 47, SpringerVerlag(New York), 1983.
[10] P. A. IOANNOU AND 1. SUN, Robust Adaptive Control, Prentice Hall
(EnglewoodCliffs, NJ), 1989.
[11] I. KANELLAKOPOULOS, P. V. KOKOTOVIC, AND A. S. MORSE, "Adaptive output-feedbackcontrol of systems with output nonlinearities," IEEE
Trans. Automat.Contr., AC-37(11):1666-1682, 1992.
[12] G. KREISELLMEIER AND B. D. O. ANDERSON, "Robust model reference
adaptive control," IEEE Trans. Automat. Contr., AC-31(2): 127-132,
February, 1986.
AdaptiveControlDesign, John Wiley, New York, 1995.
[14] P. R. KUMAR AND P. P. VARAIYA, StochasticSystems: Estimation, Identification and AdaptiveControl, Plenum Press (New York), 1986.
[15] R. V. MONOPOLI, "Model reference adaptive control with an augmented
error signal," IEEE Trans. Automat.Contr., AC-19:474-482, 1974.
[16] A. S. MORSE, "Global stability of parameter-adaptive control systems,"
IEEE Trans. Automat.Contr., AC-25(3):433-439, 1980.
[17] A. S. MORSE, "Overcoming the obstacle of high relative degree," Journal
of the Societyfor Instrumentand ControlEngineers, 34:629--636,1995.
[18] A. S. MORSE, D. Q. MAYNE, AND G. C. GOODWIN, "Applicationsof Hysteresis Switching in Parameter Adaptive Control," IEEE Trans. Automat.
Contr., AC-37(11):1343-1354, 1992.
[19] S. M. NAIK, P. R. KUMAR, AND B. E. YDSTIE, "Robust Continuous-Time
Adaptive Control by Parameter Projection," IEEE Trans. Automat.Contr.,
[20] K. S. NARENDRA, Adaptive and Learning Systems-Theory and Applications, Plenum Press (New York), 1986.
[21] K. S. NARENDRA, Y.-H. LIN, AND L. S. VALAVANI, "Stable adaptive controller design, Part II: Proof of stability", IEEE Trans. Automat. Contr.,
AC-25(3):440-448, 1980.
[22] S. SASTRY AND M. BODSON, AdaptiveControl: Stability, Convergence and
Robustness, Prentice Hall (EnglewoodCliff, NJ), 1989.

D.Q.M. & L.L.


Short Papers

m.eaD-Iquue output is bouaded wheDevcr the sample mean-square of the

HOWC\W, the
questioD of stability remaiDI

Dllaet&-11IIIe M _ Adapdve Coatrol





. . . . . . . . . . . . . .'





uaauwerecllor atoebutic adaptive aJaorithmL

The study of discrete-time determiIlistic aJaorithms is of indepeDdent
intereat but also provides iDsiaht mto stability qucatioDl in the stoehutic
cue [12~ (IS]. Recent work by 100000U ad Monopoli (13) bu been
concerned with the exteDlioD of the results in (2) to the cliIcrete-time
cue. AI for the continuous cue, the aupICIlted error method is used.
In tbiI paper we preIeIlt 11ft' resu1tI nIatecI to clilCJ'ete-time ~
iatic adaptiw coatroL Our approKh diffen from previous work in
several ~or respects altbouP ca1aiD upectI of our approach are


. - . c-.. ..
'II'cl ........


noiIe is bouaded.

iaspirecl by the work of Feuer aDd MOlle(5].

The uaIysia preIeIltecl here does Dot rely upon the use of aupDeDted
erron or awdlWy iD.putI. Moreover, the alpithms have a Vf!IIY simple
structure and ue applicable to lDultipltHDput multiple-output systems


problem ill control theory has been the questioD 01
the . . . . . . oIlimp1e.llot.lIy COD". . .t adaptivecontrol alpithmL
By t1IiI we III8Ul aJaoritlulll which, for all iDitial I)'IteID aad aJaoritbm
. . . C&1IIe the outputl of a liveD IiDear system to _
a daind output IICIueDCet aDd achieve this with a bounded-iDput


rath. pnera1 UlUlDptioDI.

11le paper praenta a paeraI metbod of auIyIiI for dilcrete-time

detenD.iDiltic adaptive control alpithmL The JDethod is iDUitrated by
.tablilbiDa slobal converpDCe lor thJee simple alpithmL For clarity
of prIMIltatioD, we shall first treat a simple IiDIIo-iDput siqIe-output
alpitbm in detail. The reaults wiD then be exteaded to
siqIo-input aiqIe-output aJaoritlulll iDdudiDa thole hued on recunive least
squarea. Piully, die exteDIioD to DlaltipJe..iDput multiple-output systems
will be prIMIlteeL
SiDce the results in this paper were prIMIltecl a Dumber of other
authon [16]-[18] have presented related resultl lor diacrete-time determiDiltic adaptive control alpitbms..


11lere is a CODIidcrable amoUDt of literature OD continuous-time

determiDiltic adaptive control alaoritbma [IJ. However, it is 0DIyrecendy
that aJobal stability aacl conv-aeace of these aJaoritlulll bas been
studied UDcler a-aeraI uaumptioDl. Much interest wa paerated by the
iDDovative CODfipration pI'OpC)Ied. by Moaopoli (2) whereby the feedback piDI were directly .timated and aD aupleDted error sipal aDd
awdlWy iilput aipaII were introduced to avoid the use of pure dif
fereDtiaton ill the aJaoritbm. UDfortunate1y, as pointed out in [3J the
8I'JUIIleD.tI livea ill (2) CODCeI"DiDa stability are incomplete. New proofs
for related aJaorithma have recently appeared (4], (S]. In (4] Narendra
and. VaiavaDi treat the cue where the difference in orders between the
DUIUI'&tor aad deDomiDator 01 the system traDller function (relative
etearee) is laa thaD 01' equal to two. In (5], Feuer and Morse propose a
solution for paeralliDear systems without coDltrainta OD the relative
dep'ee. The alpithma ill [5] use the auplented error concept and
auxiliuy iDputi U in [2J. The Feuer and Morse result seems to be the
moat paeral to date for siDale-input siqle-output continuous-time syatau. Howevw, these results are teclmicaJ1y involved and caDDot be
directly applied to the dilcrete-time case.
11lere hal also been interelt in'dilcrete-time adaptive control for both
the determiDiatic ADd Itocbutic cue. This ana baa particular relevance
ill view of the iDcreuiDa ute of ctiaital tecJmolo&y in control applications




In tbiI paper we shall be coacemed with the adaptive control of liDear

time-iavariant fiDite-dimeDlioDal systemI haviq the lollowina state
apace repreaentation:
X(I+ 1)-Ax(I)+ B,,(I):

1(1)- Cx(t)




wha'e X(I), u(t), y(l) are the 11X 1 state vector, rX I input vector, and
m x 1 output vector, respectively.
A staDdard result is that the system (2.1), (2.2) can also be represented
ill matrix IraetioD, or ARMA, form u

(6), (7).
ldUDI [8], [9J bU proposed a pneral techDique for auaIyziDa conver
of diacrete-time Itocbutic adaptive alaoritbms.. However, in this
auIyIiI a q..aioa which is yet to be reaoIved ccmcems the boUDdednesa
of the .,... vuiabl-. For OM particular aJaorithm [10], it baa been
arpecI iD [II] that the alpiduD poIIeII the property that the sample



with appropriate initial conditioDS. In (2.3), A(q-I), BU(q-l) (;1, ,m;j-l, ,r) denote scalar polynomials in the unit delay opera-


tor q-l aDd the 'acton

represent pure time delays.
Note that it is not UIUIIled tbat the system (2.1), (2.2) is completely
controllable or completely observable, DOl' is it IIIUIDeCl that (2.3) is
imclucible. The system will be required, however, to satisfy the conditioDa of Lemma 3.2.
It is UIUIDed that the coefficientsin the matrix. A, B, C in (2.1), (2.2)
are UDbown and that the state %(t) is Dot directly m.surable. A
feedback coatrollaw is to be dcaiped to ltabilize the system and to

caue the outpu~ (y(I, to track a liven reference sequence {y(I)}.

Reprinted from IEEE Transactions on Automatic Control, Vol. AC-25 , 1980, pp. 449-456.

Specifically, we requireye'l and u(t) to be bounded uniformly in

lim y~(I)-YI{t)-O

i-I,- ,me

LentmtJ 3.2: For 1M syJtem (2.3) with r - m, and subject to

I, and



' ....00



Our aualysil of discrete-timemultivariable adaptive control a1p'ithma
will be buecI OD the loIlowiDa technical results.
UmmtI 3.1: 11







Izi < 1 WMn

14- I <j<",
min tlu



max 1)',(t+4)1-~



w1Mre (b.(I, (~I, IIIttI (aI(/)} tire retIl XG1tIr ~ tIIItl (CJ(t)} i.r II
1WII Jl-tJIfJr .....,.eei . . Alb}1 10

'11M ,.,. uin COfUItUttI m,. "4 whicll an ~ of T witA 0 <III] <
00, 0 <"'4 < 00 .rudI that

1) fIIIi/DnII~ CtJIIdltlort


O<b.(t)<X<ao and O<b2( 1) < K < oo

for aliI > 0 tIIIIl

2) . . . ~ COIIIlltitIII

lIer(t)H < C, + C2 max I.r(1')1



wIleN 0 < CI < 00, 0 < C2 < co, il follow8 tMt


lim 1(1)-0
' ....00

tIItIl {UCJ(I)JI} i8 bouItdttd.

Proof: II (I(/)} ill a bounded sequence, thea by (3.3) (IIcr(1)1I) is a
bouDdecIleqUeDCe. Thea by (3.2) and (3.1) it follows that

hoof: The rcault ilataDdard ad simply follows from the fact that
(3.6) eaaunI that the system hu stable inverse.
III the remainder of the paper thae reaul. will be used to prove Blobal
CODV...... of a Dumber of adaptive control aJaorithma. Sections
IV-VII will be concemed with adaptive control of siqle-input ~
output ayatemI. SectiODI vm and IX will extend these results to the
mul1iple-iDput multip~utput cue..

It is well known that for the siD&le-input single-output (SISO)case, the

system output of (2.1), (2.2) can be described by

lim 1(/)-0.

Now IIIUJIle that (.t(t)} is unbounded. It follows that there exists a

lubiequeDce (I,,) such that

lor(',.)1- 00


whero (u(t)}. (yet)} denote the input and output sequences, respeolively, mel A(q-I). B(q-I) are polynomial functiODS of the UDit delay
operator q-l,


I.r< t)1 < '8(,-)1

for I

< I".

..4(q-I)-I+G,9- 1 + ... +1I,.q-"


B(q-I)-bo+b1q-I+ .. +b",q-"';

Now aloDa the aublequenee {t,,}

[ b.(..>+ ~1.)_( t,.)TG( '.) ]






d repJaeJltl the system time delay. The initial conditions of (2.1) arc
replaced by iDitial values of y(t), 0> t > -11, and u( t). - d > t - d - m..
The loIlowiq 'UI1IIDptioDl will be made about the system.
A&ru1It'tiM Set 4:
a) d is Imown.
b) AD upper bound for " and m is known.
c) B(z) hal all zeros strictly outside the closed unit disk. (This is
neceaary to easure that the control objective can be achieved with a
bounded-input sequence.)
We note thalt by successive substitution, (4.1) can be rewritten u

uaiDa (3.2)

+ KII_(',.)112] 1/2


> x 1/ 2 + X I / 2 Ucr(t,.) fI


gl/2+ KI/, C. + C 1.r( t,,)1]


uaiDa (3.3) and (3.5).


I[b.(I,,)+~(I,,)a(t,,):rcr(tll) ]1/2 I>



y(t+ d)-a(q- J)Y(/) + /l(q-I)u(t)

_1_ >0



but this contradicta (3.1) IIld heDce the assumption that (8(/)} is unbounded it falae ad the remit follows.
ID order to 1110 this lemma ill proviDa pobal CODveqence of adaptive
control alpithma it will be necessary to verify (3.1) (with .r(t) interpre.ted u the trackiDa error) aDd to check that IlllUlDPtioDa (3.2) and (3.3)

As previously stated, the control objective is to achieve

are satiafied.
The nat lemma will be used to verify that the linear boundedDCSI
conditioD (33) is .tiIfied by an important e.... of linear timo-invariant
ayatemI. This c1ua comspoDda to tho. tiDear timo-invariaDt systemI for
which the control objective (2.4) CUl be achieved with a bounded-input
sequence aDd lor which the trackiDa error caD be reduced to zero if the

lim [Y(I)- y(t)J-O


' ....00

where (y(t)} is a reference sequence. It is assumed that (y(t)} is

kIlowD II priori and that

systaD parameten are known.



Let '. be the vector of system parameters (dimensionp - n + m + d).

for all values of tp(1 - d) provided 0 <0(/) < 2.. This is satisfied by
definition (5.8). Then, since 111(/)112 is a bounded nonincreuing function
it converges. Setting


lben (4..2) can be written

(I). - ,,(1- d)T;(/-l)

[and DOtin. that



tI(I)[ -2+11(1)


[1 +f)(t-d)7'cp(t-d)

,<1)7'-(y(t), . ..,(/-11+ 1),"(/), ,11(/- m- d+ 1.


Now doIiDe the output trackiDI error as

~I + d)

'0 -

y.( 1 + d).


and hence

chOOliDa (II( t)} to satisfy

it is evideat that the tractiDI error is identically zero. However, since

is UDbaowD, we replace (5.5) by the foUowinl adaptive aJaoritbm:





i(t) -

is boUDded away from zero, with a(/) defmed u in (S.8) we conclude,

from (5.12), that

- y(l+ d) - ,(1 + d)
cp( I) T




Now using (5.13)and (5.11) it follows that

(I). -4p(t-d) rz

I) + a( t).(1- d)[ 1+ .p(t - d) Tq>( 1- d)]-1


11(1- i)

[y(t)- cp(t-d) T.1(/-1)



where i(t) is a }I-vector of reaIs depeadiDa on an initial vector i(O) and Then uaina (5.4) and (S.7) we have that
ony(t'). 0<.,<1. u(1'), O<.,<t-dvia (5.6), and where the pin CODItaDt
e(I)- _cp(l-d)Ti(,-d).
a(/) iJ computed u follows:
if [(II + I)th component of right-hand side of (5.6)
evaluated uaina a(t)-I]+O;





[ 1+ cp(t - d) Tp( 1- d)] 111

This choice of pin constant prevents the computed coefficient of u(I)

in (S.7) beiDa zwo. We also remark that the purpose 01 the coeffICient 1
in the term [I +f(t-d)Tf(/-d)]-1 of (S.6) is solely to avoid diviaioD by
zero. ADy positive c:oDltaDt could be used in place of the 1.
Apart from the llbove modificatioD, the al.orithm (5.6) is an orthogolUll projection of 1(/-1) onto the hypersurfacey(/)-tp(t-d)T,.O.
In the auJyaiaof this alJorithm, we wiD rust show that the Euclidean
Dorm of the vector i(,) '0 is a noniDcreainl fUDCtion alODI the
trajectories 01 the a1lOrithm. This leada to a characterization of the
limitin. behavior of the alaorithm which will allow us to use Lemma 3.1
to establish poba1 coDveraence.


[I +4fJ(t-d)T.,(t-d)]1/2

( t - i)

. (5.16)

[I +cp(t-d- i)Trp(t- d- ;)]1/2

Now by the Cauchy-Schwarz inequality and the fact that la(t)1 < 2

0(/- i)tp(t- d)T

fP(t-d- ;)

[I + '<,- tl)TCP(t_d)]1/2 [1+.(t- d-i)T.,(t-d- i)]1/2


[1 +tp(/-d- i).ct-d- ;)1/2




[1 +cp(t-d-i)T'<t- d- ;)]112

lAmmJI 5.1: Along 1'- 801ution.r of (5.6), (5.7),



- ~ 0(/-;)





otherwise where y is a constant in the interval

(e:.2-e:). y.".1 and 0<<<< I.

- y


[I +.ct-d-i)TqJ(t-d-i)]



tit) 1(/)


UIiDa the dermitiOD of i(t), (S.6) may be rewritten as

2(1- i)

< [I +cp(I-d- j)Tcp(I_d_ i)1/2

Then using (5.14) it follows that

i(t) - i(/-l) - a(t)4p{t- d)[l + q>(t- d)T.(1 - d)J-l

,,(t-d)Ti(t-l). (




Ui(t-l)tf2.tJ(t)[ -2+11(1)


[1+ .,( t - d) T, ( t - d)]

[1 +,,(t - d - i) Tq>( t - d _ ;)] 1/2

. i(1-I)Tf(I-d)f!I-d)Ti(,-I) <0 (5.12)

[I +.p(/-d)T,,(t-d)]




[I + ,,(1- d- ;)Ttp(t_ d- i)t / 2


for ;-1,2, .. ' td-1.


Hence, usiq (5.16), (S.I7), and (5.14)






[I +e,(/-d)Tf'{/-d)]1/2

cp(t)T-( -y(t)_ -y(t-n+ 1), - u(/-l)


-u(t-m-d+ l),y(t+d

Thia eatabliahea (S.IO).

Note that we do Dot prove, or claim, that i</) converps to
However, the weaker condition (S.lO) will be sufficient to establilb
CODV"eoce of the trackiDa error to zero and boundedneu of thesystem
iDputiand output&. These are the prime properties of concern in adaptive control
77Ieorwm $.1: Subj1 to AUIIIPf'liOlU 4a)-e); if tIIII iIlgoritlun (5.6),
(5.1) II f/IIIIIW to lite 1Y.J/eIn (2.1). (2.2) (,. m-l), tMn (y(/ tIItd (u(t
tIIW boIwI64 twl



' P 'I' '~+d-I'
o _ -". ,,,-It
PoI ) .

It is evident that the traekiD& error can be made identicaUy zero by

ehooaina (u(t)l such that
However, since '0 is UDknown, the control law will be reeursively
estimated. The foUowina adaptive aJaoritbm will be considered:


lim [Y(/)- y(t)]-O.


1 <or<t


"(t) _.,(/)Ti(/)



hotI: Lemma 5.1 CDIlII'eI that condition (3.1) of Lemma 3.1 is

aatiafiecl, with 1(/) - e(/). the traekiq error, and 0(1)- cp(1- d) the vector
defiD.ed by (5.3). Also 6.(/)-1, and 62( / ) -I. It foBows that the UDiform
bouDdedaell CODdition (3.2) is satisfied.
AasumptioD 4c) ad Lemma 3.2 ensure that
Ju(k-tI)f<m,+m. max IY(1')1

i(t)-i(t-d)- ~.,(t-d)[l+cp(t- d)T'<t-d)-1 e(t)

where A, is a flXecJ CODStaq,t and i(t) is a p-vector of reals depending on

d initial values 1(0), ,I(d-I) and on y(.,), 0<., cr, u(T). 0<1" <
t - d - 1 via (6.4). Note that (6.4) is aetuaI1y d separate recunioDl
interlaced. (It bas recently been pointed out (18] that it is also possible to
analyze a _pe recursion without iaterlaciDa lIIiq a different technique
but the same aeneral priacipals.)
The aualysia of projection a1aoritbm n bas mudl in common with the
analysis for projection alptbm I. We wiD therefore merely state the
analop of Lemma S.l and Theorem S.I for the algorithm (6.4), (6.S).
ummtJ 6.1: DejiM


TberefOl'et lIIiq (5.3)

lIt'<t-d)1I <p{ m,+[max(l,mJ) max IY(1")I}

1< .. <1


;(/)- i(/) -






and it follows that the linear bounc1edness condition (3.3) is also satisfied.
The reaultDOW foDows by Lemma3.1 and by noq that boundedness
of {II,(/)II) eIIIURI boundedDess of {IY< '>I} and {IN(t)I}


TIJsJ IIlI(t+d)U1-1I1(/)lfz< 0 aJOIIg witla tlw lOhdioru of (6.4) and (6.5)


lI,<t~d)1I <JJ{m, + [max(ltmJl max [Ie(r)l+mlJ}

-C'+C2 max 1e(1')I;




0< -:- <2.


Lemma 6.1 is used to prove Theorem. 6.1 in the same lIl81U1er that

In this seetioo we present an algorithm differing from that of Section

V in that the cootrollaw is estimated dirccdy. This approach is adopted
in [5), and essentially involves the factorization of fJo from (4.2). A
related procedure is used in the self-tuDing replator (10) where it is
assumed that the value of IJo is mown.
AD advaDtqe of the aJaoritbm is that the precautions required in
Section V to avoiddivilioo by zero in the calculationof the input are DO
lonler neceaary. However, a disadvantap is that additionalinformation
is required; specificaDy, we need to know the sign of fJo and an upper
bouDd lor ita mapitude.
PactoriDl flo from (4.2) yields

Lemma S.I is used to establish Theorem S.1. We obtain the foUowina

theorem in this way.
'1'heomn 6.1: Subject to AUIIIPf'tioIu 4a)-c) and for 0 <Pol ~ < 2; if
1M tllgoritlun (6.4). (6.5) i.r app/iJ to lite qslma (1.1), (2.2), t~n (yet)}
and (u(t)} an bounded and
lim [y(t) - y(t)J-O.


' ......00

We Dote that the condition 0 <flo/ A, <2 hu been previously conjee.

tured (9), (10) in reprd to stoehutic self-tunina rep1aton uainlleast
squares. The condition caD always be satisfied if the sign of IJo and an
upper bound for the magnitude of Po are known.

y(t+d)-JIo(crOy(t) + ... +c(_ly(t-n+ 1)+11(/)


+ lJ;u(t-I) + fJ:,,+d_I"(t-m-d+ 1. (6.1)



The wide-spread use of recursive least squares in parameter estimation


indicatesthat it may find applicationin the adaptivecontrol context We

treat the unit delay cue 01 algorithm I with the projection (5.6) replaced

e(/+ 4)-y(t+d) - Y(I+d)

by recursive least squares.

-Po(lI(t) + crQy(t) ~_Iy(t-II + 1)+ 1I1 ( t - l)

The adaptive control algorithm then becomes



~ ... + 1I.:.+4-1"(t- m-d+ 1)- ~y.(t+d)

-1Jo( U(/)- .,(1)7'0)


[1 +a(t)cp(/-l)Tp(t-2)cp(t-l)]


[ y( t) - cp( t - 1) Ti( t - 1) ]



P(t-I),,(t)f(I)Ta(t+ 1) ]P(t-l)
1 + CP(t)TP(t-l)cp(t)a(t+ 1)

.(1)Ti(t>.y(t+ I)




[I +a(t)cp(t-l)Tp(t-2)cp(t-I)]

where p(t) is . , Xp matrix and the recanion (1.2) is 8II1UIled to be

iDitialized with p( -1) equal to any positive defiDite matrix.
The ICI1ar G(t) in (7.1), (1.2) playa the same role u in SectionV and is
required 0D1y to avoid the noapDeric pOllibility of divisioD by zero in
(7.3) wh. evaluatiq II{t). Hence, G(I)-1 will almoIt always wort IDd
for tl(1)-1 we observe that (1.1) aDd (1.2) are the .tuldard recursive
leut IqlIU'eI aJaorithm. The sequence {tI{t)} may be choIeD u in (5.8).
u.. 1.1: AItmg with 1M 8OIutItH&r of (1.1), (1.2), (1.3) , . /tIItctiolt
Y(1)-i(t)TP(t-l)-li(t) U II bount/ed, IIOIIMIt'tiN, PJOIIinc1W&filfr jwIctioII tIIIIl



Hence, from (1.11) and (7.12)



''''00 [1 +2(Up(t-2))Up(t-l)U 2 ]

TbiI will be recopized as beiDa condition (3.1) with .f(1)- ce(t), b.(I)1, and bi') - 2(A..,J.p(t - 2)D.
To establish the UDiform boundednesa condition (3.2) we proceed as
foUows. From (7.2) and the matrix inveniOD lemJDa,

pet) -1- P(I-l)-I + a(t)cp(t)9(/)T.



~ i(t)-i(/)-,o-





.(1-1) '(I-I)
[1 +a(t)cp(I-l)7'P(t-2)CP(I-I)]1/2


[I +2U.(I-l)1I2<A.aIP(t-2)])]

XTp(t)-l x >xTp(t-l)x

Prom (7.1),(S.2),


[I +tI(t)CP(I-I)Tp(,-2).(t-I)]

>[p(/-l)-ll llx Il 2


for each xEA'.


Now choose x as the eigenvector corresponding to the minimum

eigenvalue of [P( t) - I ~

Then uain& (1.2),

Then from (7.14)

A.m[P(I)-I] >A.m(P(t-l) -I].


So AaJp(t) -I] is a nondecreasing function bounded below by


A-JP(-I)-I]-X- I >0.

Now defllliD& V(I)

Hence from (7.13), o<bz(l) < 2K. This establishes condition (3.2).
The proof DOW proceeds U for Theorem 5.1.


i(, -1)TP(t -1);(1 -I) we have

Y(t)- Y(t-l)_;(t)Tp(l-l)-I;(t)_;(t-I)Tp (t - 2) - Ii(t - I ).




For the case m- r 1, the system (2.1), (2.2) can be represented in the

UIiq (1.6)

Y(t)- Y(t-I)- [i(I)-i(t-l)]TP(t-2)-1i(t-l)

_ -a(t) i(t-I('PC t- l7<t-I)Ti(t-l)

[1 +41(1)'<'-1) p(t-2).,(I- I)l


where we have used (1.5). It is clear from (/.7) that V(I) is a bo~
DODDeptive, DODiDcreuina function and hence converp8.
Thus. from fl.1), aDd since a(t) is bounded away froJDzero,



lim 1(1-1) .(1-1),(1-1) '(1-1) -0.

,-.00 [I + tI(t)4p(t-l)Tp(t-2)cp(t-l)]

where Ak(q - I) and BIc/(q -I) 1 <k < m, I <1<;m are scalar polynomials
in the unit delay operator q-l with nonzero constant coefficient
Using the m identities l-A;(q-I)}j(q-l)+q-4Gt<q-l) where




[1 +a(t)cp(t-l)Tp ( I - 2)cp(t - I)' / 2





4- 1<)<".
min (dil}'


lim [.,,(1)-)'-(1)-0.


Yl(t~dl) ] _ [al{~-I)

,.(1+ tJ...)

~ ]y(t)


Proof.' From Lemma 7.1

''''00 [1 +a(t)cp(t-l)7'P(t-2)9(t-l)1/1


(8.1) can be written

1'IIJmn 1.1: Subjt to Amlnpliolu 4tI)-c) if I. aI,orilltm (7.1), (1.2),

(1.3) i8 ."Ii. to 1M IYstem (2.1~ (2.2) (r- m-l), IMn {Yet)}, {fI(I)} are
botI1ItJJ and



q -tC-.B...... (q-l)


[ I3lftl(q-l)



where ~(t) is !-P, (- ~ + m(m, +~ vector of reals depending upon an

initial vector ',(0) andy,(.,.), 0<" <I, u(T), 0<,. <1- d, via (9.4).
Oearly, it is critical to eusure that a solution to (9.S) exists for all t.
This is guaranteed if the matrix of coefficients of u(t) in (9.5) is
noDliDplar ~ this is eDlured by the f~ procedure.
1) At 1- 0 the arbitrary initial value 1(0) of the parameter atimate is
choeea. 10 that AuumptioD Set is satiIfiod. HO!lce, the aDaloaOUI
equatioDa to (9.3) evaluatedat 4f(0),y(~), J <I <"..1(0) He solvablefor




It can be seeD that (8.2) consists of a set of multiple-input siDIle-output (MISO) systems haviDa a common input vector. The foUowiq
asaumptioDl will be made about the system.

2) For I:> 1 the proceduJe of Lemma 9.1 below guarantees the 101vability01 the algorithm equatiou for II(I).
Um1IIII 9.1: I" ortIttr tItat 1M IIttII1U t1/ cM/fidm/8 of u(1) in (9.5) i.r
1tOfLfbIIultv for Gill:> I U u III/fIdett for a(t) I" (9.4) 10 be cIIomt 4r

A""".tltHt Set B:
a) d1, - ,tl. are known.
b) An upper bound for the order of each polynomial in (8.2) is
c) The system (8.1) satisfies condition

det[ z4a-4l(.B..,(z)


zd-tllB.",(Z)] .... o
'4.- ....B....(z)



for Izi < 1.


lim [y,(/)- yt(t)-O


eipavalue of - R -1(~-l)Y(/) with


Condition Ie) daervea commenL

Firat, for ally output colDpOnentYI' 1 <i <m, there exists at least one
polynomial 9-~Bu<q-l). I<j<m, for which the power of ,-associated with ita (DODZefO) leadinl coefficient is 4- For each such
po1yDomia1 the uaociated input ~t) appean in y,(t +~) with the least
possible delay 4. Evaluated at z-O condition Ie) requires the matrix of
these1eadinl coeIfic:ienti to be 1lODIiDp.1ar.
SecoD~ the aenericity of condition Be) (for the model (8.1) depends
upon the initial parameterization of the system from which (8.1) is
computed. TbiI cIepeadence is currently under investigation.
The control objective, u before, is to achieve

O<e< 1 and G(/)-l is not an


Y(/) ~

ro., '011I]'


'. in (9.6) is the vector of coefficients of II{t) in ',{t - 1), that is,




", in (9.6) is the vector of cbaDps in the coefficient of 11(/), that is,

where ""(/) is a reference sequence. It is assumed that each (yt(t)} is

known a priori and that ly,(/)f <ml < co for aU I, ;~ 1,- _. ~m.

0,- Sir CPI(t-~)(l + 9,(/- ~)TcpI(t-~-I


(,,(/)- ,;(t-~)T'I(1



Proof: The proof will be by induction and we first observe that
This section wiD be concerned with the multivariable versions of the from (9.4) and (9.6)-(9.10)
adaptive control algorithms introduced in Sections V and VI. The
multivariable version of the allOritbmof SectionVII also foDows analoR( I) - R( 1- I) + a( I) V( I).

A. MIMO Projtioft Algorithm I








(1,(9 -.)


i) R(O) is nODlinpiar by the initial choice of ;~O), ; - I, ... t m.
ii) Assume R(I-l) is nODSinplar. Then from (9.11), usinJ a(t)+Ot

fJll(q-I). fJ,.(q-I). Then (8.2) may be written ill the form

",(1+ ~)- cp,(t)T,&.

1<; <m

detR(t)-[detR(t-l)][det(l+a(t)R(t-I)-1 V(t]
-ldetR(/-l)(Q(/"'[ de~




if and ODly if

~/)I+ R(/-I)-I V(t)]

at/) is an eigenvalue of

-R(t-l)-I yet).




It is evident that the trackiD& error may be made identically zero if it is

possible to choose the vector u(/) to satisfy

1 <i<m.


Obviously (9.3) is a set of simultaneous equations in ..(t). Now the

matrix multiplying 11(/) is nonsinplar since in (8.3) det(diaIJi(z-t at
z-O and Assumption Ie) holds. ~ence a unique solution "(1) of (9.3)
exists at the true parameter value IJ.

But the definition of a(/) euures a(t)-I is not an ei&envalue of

- R(t-l)-IV(t), hence R(/) is nonsingular.. However, by i) R(O) is
nODSingular and it foDows by induction R(t), 1 ;> 0 is noDSiDplar.
We note that the above choice of a(t) hu been included for technical
completeness and that a( I) - I will almost always work since it is a
Dongeneric occurrence for t to be an eigenvalue of - R(/-l)-IY(/).
Also since - R(1- 1)- I Y( t) bas only a fmite Dumber of eigenvalues it is
always possible to find an a( t) to satisfy the lemma by computation of
the eigenvalues of R( 1- 1)- I Y(I).
'I'Morem 9.1. Subject to Ammption.r &I)-c) if tlte algorithm (9.4), (9.5)
if applied 10 tlw system (2.1), (2.2) with r=m, then (y(/)} and (II(I)} an

Consider the foUowilll" adaptive algorithm:

lim 1.1;( t) - y/.( 1)1-0;

i,(t)-~(t-l) +a(t).,(t- d,)[ 1+ CPi(t~t4)T,,(t- d,)]-I

(YI(I)-CPi(t-~) T"';(t-I) )

cp,(t)T~(t)_,,"{/+ ~),

1 t <m

1 <i <em.

' ....00

Proof: Usins Lemma (5.1) for each i, we have



' .... 00

[1 + 41>;(1 -


~)Tcp;(1 -~) ]



where d-max(d1t .Jt(J. i(t)T is aD ntXn' matrix of reala depeactiq

II iDitial matrices I(f)T, 1 <; <d aDd put data from the ayatem. P isa
matrixof COIIItaDII specified aprlorl. AI in Section VI. <9.14) repraeats
d interlaced recunioDa.
0DcI the recuraioDI (9.14), (9.1S) are iDitialized in a JDIImet thatIeadI
to aique IOIutioD f u(0) it illUlficieDt to e.uure that aD IUCCaliw
recunioJIIlead to equatioallOlvable for u(t), I> I. In . . . . . to Lemma
9.1 we have ~ foDowig.
U1nmtI 9.2: /hfttte I(t+tl)T _l(t+d)T- 'OT tIIId I K- pro- q

The proof DOW followa that of Theorem. 5.1, except in the case that the
vector )'(1) is unboundecL In this case there exists a subsequence (I,,)
such that
lim II,(/..)U- co


I.. ~CIO

IY/(I + ~)I < IYJ('-)('- + ~,-~I

for some I <al(t..)<m

,aacl for all; I <I <m andtor alii <t,..

gT + K - KTg i.r poritiw


It thea follOWl by Lemma 3.2 that there exist coDltanti O<C 1 <co IDd
O<C 2 < oo lUCIa that

11.,('..)" <CI+C2IYJ(,-)(t,.+~,.lt

a) trace[ i(I+d)Ti(t+d)]




SiDce m is fiDifet there ail.. a further subsequence {t,,} of the sub{III} .uch that


11.,(,.,)11 <C. + C2Iy,(t,.,+4)1

dI/iItit-, t"', tIlotw

1M tTtIjectorla of (9.14),

-trace[ i(t)Ti(t)] <0.

[I +,<I)Tcp(I)]I/2

I <i <me

a) We caD rewrite (9.13)

for at least one i, 1<i <m

UIiD& (9.1S) u

&lid (1,(,.,+4)} is ubouDded. The remaiDder of the proof then followl

dlat 01 Tbeonm 5.1 where we note that

Ie,(I)I-IY,( t) - yt( 1)1

Heace, from (9.14)

B. NINO Pro}tioIJ Al,orltllm II


From (8.2). (8.3) the fact that 1'j(z)-1 for

i-I, .. ,lit uad by
AuumptioD Ie) we can factor out the nonsiDgular matrix r o (-(IJ,(O)D



trace( i(1+tI)Ti(t+ d) -trace(i(I)Ti(t



(I +.<t)Tt(I)]

.(i(t)T.,(t)[1 +.,(t)T.,(t)r l.ct)Ti(t ]




if gT + K- KTK is positive dcfiDite.

ill the proof of Lemma (7.1) it foDows that

traee(xr +K-XTK [I +.<t)I''<I)]

f(t)T,(t) )
.(i(1)TCP(t)[1 + cp(t)Ttp(t)]-l.,(t)Ti(t_O.


SiDce gT + K - KTX is positive defmite then

- : ]_[JlI(t;d ]_[JlW;d
[ e",(t+ tI..) y",(t+tI..> y':(/+ t(..>

) ]


-ro u(t)+C(q-l)y(t)+D(q-l)u(t-l)-r;1
[ y':(t+d,..)

- r 0< u( t) -





roll "."

+9<t)r.,<t)J- (t l( l + l) .. e.(t+tJ...)]rol-o.


Thia iJDpliea that (9.17) holds.


UIiDa Lemma 9.2 and foDowiDa the proof of Theorem 9.1 we have the


where 'oT ia an 111 X,,' matrix whose itb row coataiDa the parameten folJowiDl.
'1'IInm 9.2: Subject to AulurptioJu &I)-c), and K T + K - KTK po.r;from the ith fOWl of C(q-I). D(q-I), and E-r
f(/) is an ,,'X 1
definite, if
Q/pritltm (9.14). (9.15) ;" applil to 1M .rystem (2.1),
vectorcoataiDiDa the appropriate delayed veniou of y(t). u(t -I~ and
(2.2) willi r- m, ,hDJ 1_ fJ10I'.J y(I) awl II(t) tW bormdIlIIId


4p(1)T_( _ y(t)T, _ y(t- J)T,. , - fI(I_I)T,

lim IY,(t) - y;e(t)I-O,

-U(t-2)T, ... ,yr(t+d.), ,y,:(t+tJ...

ADaIoaoUlly to Section VI we introduce the followina adaptive control


el(t+d.) ]
i(t+d)T _i(i)T -p

lIe t) - i( If",,( t)

I t <m.


[l+'P(t)TfJ(t)]-I.(I)T (9.14)

_.(1+ d".)


Altho. the aaalysia in the paperbaa been carried out for deterministic Jinear systems, it is clear that it could be readily exteDded to certaiD
cIuIea of nODlinear systems of bowD form. The essential points are the
form 01 (5.2) or (6.2), and the IiDear bound CODdiIiOD (3.3). The latter
point would indicate that systems with cone bounded nODlinearitiea
would satisfy the conditioD&.




The paper hu analyzed a pneral class of discre.time adaptive

control alaorithma and has abown that, under suitable conditions, they
will bealobaI1y convcqent- The alaorithma have a very simple structure
and are applicable to both sinl1e-input siD&10-0utput and multiple-iDput
multiplo-output systems with arbitrary time delays provided only that a
,table coatrol law exists to achieve zero trackiD& error. The results
resolve a loDa staDdiDg question in adaptive control reprdina the
existence of simple. atobally converpnt adaptive algorithms.

(1) I. D. LaDdau. "A lurvey of model refa'OllCC adaptive tec1miqua-Tbeory aacl

appticaltall." A........, vol
pp. 353-319, 1974(1) R.. V. MoaopoIi. "Model ref..- adaptive COIltrol with all a
teeI error
lEU TMu. AI....,. e-tr., vol. ACI', pp. 474-415, OcL 191....
(3) A. P
, 8. R. BarmiIb, aDd A. S. Mone. NAD astable dyDUDic:al ayltem
UIOCiatecl wi1b aodeI nllNIICe adaptive control," IEBB TPrIIIf.
vol AC23. pp. 499-5001' Jae 1971.
(4J K. S. NaNDdra ucl L S. Valavui, -Slable adaptive COIltroUer cIeIipa-Direct
coatrol.,BU TNar. Alii....,. CfIIIIr.. vaL ACn. pp. S70-S83. A.... 1911.
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.,......" IEEB n-t. A......,. C.".. wi. ACD, pp. 557-570. A.... 1971.
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IBEE n.u. Aw..... CMIr., 'VOl. A~Z3. pp. 532-531, A-. 1971.
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of . . t
replaton." A........, 19. pp. 457-476. 1977.
(I) L li
"AuIyIiI 01 recuniw .toebutic aJaoritJu.," IEEE TIwu. A......
C.",.., voL Aen. pp. '51-575. A-. 1m.
(9) -,"OD poei,," nal traDII. hactio. aDd tIM COIlwrpllCe of IOID8 recursive
. . . . .,.. 1BEE TIwu.
C.."., wL ACn, pp. 539-551, A~ 1m.
(10) K. J. A.aim ud B. Wkteamark. -oa leIf-tuaiAa replatan," A ~ vol. 9.
lIP- 195-199, 1973.
1'1) L lsillDl ad B. WiUlllUDal'k. "OD ltabiIiziDa property 01 adaptive replaton,"
rtIMtl/blltJlt. TbiIiIi. u.s.s.R., 1976.
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replatan," Dep. Automat. CoDtr., LuaclIDat. TedmoL Tech. Rep., Dec. 1m.
[131 T.t......... L V. MoDopoIi, "DiIcrete IDOcIeI refereace adaptive CODtrol with aD
........ error 1ipaI," AIIItIfIIIIIktJ. vol 13. lIP- 507-517. Sept. 1m.
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