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Self-tuning control of time-varying systems based on generalized minimum variance criterion

Important issues on self-tuning control include stability, performance and convergence of the recursive algorithm involved. Based on a Lyapunov function, this paper proves the stability of a self-tuning control combining recursive controller parameters estimation considering a forgetting factor and a generalized minimum variance criterion for time- varying systems. The main result is the theorem which assures the overall stability for the closed-loop system. The system parameters are considered to be changing continuously but slowly or change abruptly but infrequently.