Book review of: P.R. Kumar and P. Varaiya, Stochastic systems: estimation, identification, and adaptive control

DOI10.1016/j.automatica.2017.03.034zbMath1378.00091OpenAlexW2738392425MaRDI QIDQ2409168

George Yin

Publication date: 11 October 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2017.03.034

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Dynamic programming in optimal control and differential games (49L20) Adaptive control/observation systems (93C40) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Collected or selected works; reprintings or translations of classics (01A75) External book reviews (00A17)

Cites Work

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• Identification and stochastic adaptive control
• A Survey of Some Results in Stochastic Adaptive Control
• Discrete Time Stochastic Adaptive Control
• Analysis of recursive stochastic algorithms

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