Self-tuning controller and its convergence under correlated noise

In this paper the tracking and control problems of a multi-input multi-output system with unknown coefficients and with quadratic index are considered. Estimates of the unknown parameters are first given, and based on them the self-tuning control law is formed. Sufficient conditions for the parameter estimates to converge to the true ones, and for the difference between the self-tuning control and the optimal control to tend to zero, are considered.