Adaptive Control, Filtering, and Signal Processing

The area of adaptive systems, which encompasses recursive identification, adaptive control, filtering and signal processing, has been one of the most active areas of the late 1980s and early 1990s. Since adaptive controllers are fundamentally nonlinear controllers which are applied to nominally linear, possibly stochastic and time-varying systems, their theoretical analysis is usually very difficult. Nevertheless, much fundamental progress has been on some key questions concerning their stability, convergence, performance and robustness. Moreover, adaptive controllers have been successfully employed in numerous practical applications, and have even entered the marketplace. This book discusses this area.