scientific article

zbMath0781.93085MaRDI QIDQ4039206

Petr Mandl, Tyrone E. Duncan, Bozenna Pasik-Duncan

Publication date: 1 February 1994

Full work available at URL: https://eudml.org/doc/27741

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

identificationWiener processstrong consistencystochastic linear systemself-tuningmatrix-valued polynomialslinear feedback controlsempirical covariance function

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Identification in stochastic control theory (93E12)

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Stochastic adaptive control for continuous-time linear systems with quadratic cost

Cites Work

• Adaptive control of continuous-time linear stochastic systems
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