Adaptive continuous-time linear quadratic Gaussian control (Q4506890)
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scientific article; zbMATH DE number 1518412
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive continuous-time linear quadratic Gaussian control |
scientific article; zbMATH DE number 1518412 |
Statements
Adaptive continuous-time linear quadratic Gaussian control (English)
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17 October 2000
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adaptive Gaussian control
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ergodic quadratic cost functional
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LQG control
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weighted least square algorithms
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random regularization
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lagged certainty equivalence control
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