Design of monostep and multistep adaptive algorithms for the tracking of time varying systems

Abstract

The design of adaptive algorithms for the purpose of tracking slowly time varying systems is investigated. A criterion for measuring the tracking capability of an algorithm in this situation was introduced in an earlier work; the domain of validity of this criterion is shown to be much more general than expected before. Multistep algorithms, introduced in the soviet litterature, are generalized ans systematically studied; they are shown to provide significant improvements over the classical (monostep) methods for the purpose of tracking. Finally, a complete design methodology for adaptive algorithms used on time varying systems is given.