Virtual Equivalent System Method for Analysis of Stochastic Self-Tuning Control

Based on a new concept: virtual equivalent system, this paper presents a criterion on the stability and convergence of multivariable stochastic self-tuning control systems. With the aid of presented criterion we can not only analyze and evaluate the performances of various stochastic self-tuning control systems, but also get some guidelines for designing new stochastic self-tuning control systems. Finally, as an application of the presented method, we proved the stability and convergence of the original Astrom-Wittenmark self-tuner