Further results on stable weighted multiple model adaptive control: Discrete-time stochastic plant

A new weighting algorithm is proposed to relax the convergence conditions and to improve the convergence rate for weighted multiple model adaptive control systems. The stability and convergence of the corresponding weighted multiple model adaptive control systems of two types of stochastic plants, one is linear time-invariant system LTI with unknown parameters, the other is linear time-varying system with jumping parameters, are proved. Finally, some simulation results are presented to verify the effectiveness of the proposed weighting algorithm and the performance of the closed-loop control system. Copyright © 2015John Wiley & Sons, Ltd.

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