Asymptotically Efficient Self-Tuning Regulators

DOI10.1137/0325026zbMath0626.93034OpenAlexW2062034844MaRDI QIDQ3030666

Tze Leung Lai, Ching-Zong Wei

Publication date: 1987

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0325026

zbMATH Keywords

convergenceleast-squares estimationself-tuning controlwhite-noise probing inputs

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Stochastic approximation (62L20)

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