Adaptive control of continuous-time linear stochastic systems

DOI10.1007/BF02551355zbMath0682.93057OpenAlexW3028094705MaRDI QIDQ1824594

Bozenna Pasik-Duncan, Tyrone E. Duncan

Publication date: 1990

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02551355

zbMATH Keywords

maximum likelihood estimatescontinuous-timestrongly consistentadaptive control problemoptimal average costs

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)

Related Items (11)

Adaptive control of continuous time stochastic systems ⋮ On bounded solutions of linear SDEs driven by convergent system matrix processes with Hurwitz limits ⋮ Stochastic adaptive control for continuous-time linear systems with quadratic cost ⋮ Stochastic linear quadratic adaptive control for continuous-time first-order systems ⋮ Adaptive control of continuous-time linear stochastic systems with discounted cost criterion ⋮ Multivariable adaptive control: a survey ⋮ Stochastic $\varepsilon$-Optimal Linear Quadratic Adaptation: An Alternating Controls Policy ⋮ Adaptive control in the scalar linear-quadratic model in continuous time ⋮ Adaptive control of diffusion processes with a discounted reward criterion ⋮ Unnamed Item ⋮ Closed loop parameter identifiability and adaptive control of a linear stochastic system

Cites Work

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• On the Solutions of a Stochastic Control System. II

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