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...

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Bibliografiske detaljer

Main Authors:	Levanony, David (Author), Caines, Peter E. (Author)
Institution som forfatter:	SpringerLink (Online service)
Format:	Electronisk eBog
Sprog:	engelsk
Udgivet:	Cham : Springer Nature Switzerland : Imprint: Springer, 2024.
Udgivelse:	1st ed. 2024.
Serier:	SpringerBriefs in Mathematics,
Fag:	Stochastic processes. Stochastic Systems and Control.
Online adgang:	https://doi.org/10.1007/978-3-031-73758-9
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