Stochastic Lagrangian Adaptation
This book introduces a cutting-edge continuous time stochastic linear quadratic (LQ) adaptive control algorithm for fully observed linear stochastic systems with unknown parameters. The adaptive estimation algorithm is engineered to drive the maximum likelihood estimate into the set of parameters re...
Kaydedildi:
| Asıl Yazarlar: | , |
|---|---|
| Müşterek Yazar: | |
| Materyal Türü: | Elektronik Ekitap |
| Dil: | İngilizce |
| Baskı/Yayın Bilgisi: |
Cham :
Springer Nature Switzerland : Imprint: Springer,
2024.
|
| Edisyon: | 1st ed. 2024. |
| Seri Bilgileri: | SpringerBriefs in Mathematics,
|
| Konular: | |
| Online Erişim: | https://doi.org/10.1007/978-3-031-73758-9 |
| Etiketler: |
Etiketle
Etiket eklenmemiş, İlk siz ekleyin!
|
MARC
| LEADER | 00000nam a22000005i 4500 | ||
|---|---|---|---|
| 001 | 978-3-031-73758-9 | ||
| 003 | DE-He213 | ||
| 005 | 20260810170111.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 241109s2024 sz | o |||| 0|eng d | ||
| 020 | |a 9783031737589 |9 978-3-031-73758-9 | ||
| 024 | 7 | |a 10.1007/978-3-031-73758-9 |2 doi | |
| 050 | 4 | |a QA274-274.9 | |
| 072 | 7 | |a PBT |2 bicssc | |
| 072 | 7 | |a PBWL |2 bicssc | |
| 072 | 7 | |a MAT029000 |2 bisacsh | |
| 072 | 7 | |a PBT |2 thema | |
| 072 | 7 | |a PBWL |2 thema | |
| 082 | 0 | 4 | |a 003.76 |2 23 |
| 100 | 1 | |a Levanony, David. |e author. |0 (orcid)0000-0002-4332-8925 |1 https://orcid.org/0000-0002-4332-8925 |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Stochastic Lagrangian Adaptation |h [electronic resource] / |c by David Levanony, Peter E. Caines. |
| 250 | |a 1st ed. 2024. | ||
| 264 | 1 | |a Cham : |b Springer Nature Switzerland : |b Imprint: Springer, |c 2024. | |
| 300 | |a 1 online resource (VI, 77 p.). | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a SpringerBriefs in Mathematics, |x 2191-8201 | |
| 505 | 0 | |a Introduction -- Problem Statement -- Asymptotic Maximum Likelihood Identification -- Geometric Results -- Lagrangian Adaptation -- Proof of Theorem 5.2 -- Index. | |
| 520 | |a This book introduces a cutting-edge continuous time stochastic linear quadratic (LQ) adaptive control algorithm for fully observed linear stochastic systems with unknown parameters. The adaptive estimation algorithm is engineered to drive the maximum likelihood estimate into the set of parameters representing the true closed-loop dynamics. By incorporating a performance monitoring feature, this approach ensures that the estimate converges to the true system parameters. Concurrently, it delivers optimal long-term LQ closed-loop performance. This groundbreaking work offers a significant advancement in the field of stochastic control systems. | ||
| 588 | |a Print version record. | ||
| 650 | 0 | |a Stochastic processes. | |
| 650 | 1 | 4 | |a Stochastic Systems and Control. |
| 700 | 1 | |a Caines, Peter E. |e author. |0 (orcid)0000-0002-5248-9456 |1 https://orcid.org/0000-0002-5248-9456 |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783031737572 |
| 776 | 0 | 8 | |i Printed edition: |z 9783031737596 |
| 830 | 0 | |a SpringerBriefs in Mathematics, |x 2191-8201 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-3-031-73758-9 |
| 912 | |a ZDB-2-SMA | ||
| 912 | |a ZDB-2-SXMS | ||
| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||