Adaptive control and parameter estimation in Markov chains: A linear case

DOI10.1109/TAC.1982.1102921zbMath0479.93061MaRDI QIDQ3937250

B. Sagalovsky

Publication date: 1982

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

feedback lawfinite state spacecontrolled Markov chainasymptotic behavior of the maximum likelihood estimate

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Parameter estimation in stochastic systems: some recent results and applications ⋮ Ergodic and adaptive control of nearest-neighbor motions ⋮ Unnamed Item

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