Derives an explicit minimax-optimal dual controller for single-input LTI systems that adds randomization for excitation when data is insufficient and reverts to certainty equivalence once sufficient data is collected.
The theory and design of robust adaptive controllers.Automatica, pages 19–24
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Minimax optimal dual control -- The single input case
Derives an explicit minimax-optimal dual controller for single-input LTI systems that adds randomization for excitation when data is insufficient and reverts to certainty equivalence once sufficient data is collected.