Continuous-Time Stochastic Adaptive Tracking—Robustness and Asymptotic Properties

DOI10.1137/0328030zbMath0701.93062OpenAlexW1996802735MaRDI QIDQ3479923

Chen, Hanfu, Lei Guo

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1137/0328030

zbMATH Keywords

unmodeled dynamicsleast squares methodtracking errorestimation errorAdaptive estimationcontinuous-time stochastic systems

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Identification in stochastic control theory (93E12)

Related Items (3)

Stochastic linear quadratic adaptive control for continuous-time first-order systems ⋮ Continuous time stochastic adaptive control: Non-explosion, \(\epsilon\)- consistency and stability ⋮ A note on continuous-time ELS

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