Continuous time stochastic adaptive control: Non-explosion, \(\epsilon\)- consistency and stability

DOI10.1016/0167-6911(92)90110-EzbMath0763.93078MaRDI QIDQ1195830

Peter E. Caines

Publication date: 4 January 1993

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

continuous-timeleast squares estimateadaptive control algorithmcompletely observed continuous time constant parameter stochastic linear systemsLQR feedback gain matrix

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Stochastic systems in control theory (general) (93E03)

Related Items (5)

Adaptive control of continuous time stochastic systems ⋮ On bounded solutions of linear SDEs driven by convergent system matrix processes with Hurwitz limits ⋮ Stochastic linear quadratic adaptive control for continuous-time first-order systems ⋮ Stochastic $\varepsilon$-Optimal Linear Quadratic Adaptation: An Alternating Controls Policy ⋮ On the adaptive stabilization of linear systems

Cites Work

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• A parameter estimation perspective of continuous time model reference adaptive control
• Continuous-Time Stochastic Adaptive Tracking—Robustness and Asymptotic Properties
• Quasi-least-squares estimation in semimartingale regression models
• Convergence rates of continuous-time stochastic ELS parameter estimation
• Continuous-Time Stochastic Adaptive Control

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