Removal of a positive realness condition in minimum variance adaptive regulators by multistep horizons

Convergence properties of a new class of adaptive regulators based on multistep quadratic cost functionals are analyzed by Ljung's ODE method. It is shown that, if the time horizon of the controller is large enough, the MV feedback law is a possible convergence point of the algorithm, even if the plant does not satisfy a positive realness condition.

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