Adaptive LQG Control of Input-Output Systems---A Cost-biased Approach
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Publication:2706162
DOI10.1137/S0363012999366369zbMath0989.93098OpenAlexW2004487554MaRDI QIDQ2706162
Maria Prandini, Marco C. Campi
Publication date: 19 March 2001
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012999366369
Dynamic programming in optimal control and differential games (49L20) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)
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