Abstract   A modified version of Fortescue's adaptive regulator is described, based on a minimum-variance estimator with variable forgetting factor and a  d -step ahead control law. As in the Fortescue algorithm, the forgetting factor is chosen at each step to keep a measure of the information content constant, but the formula obtained is slightly different and avoids the need for an arbitrary lower bound. It also makes possible a proof of convergence for a deterministic linear system, without additional assumptions. A similar analysis is given for an incremental version of the regulator.
['B. E. Ydstie', 'R. W. H. Sargent']
Convergence and stability properties of an adaptive regulator with variable forgetting factor