Adaptive continuous-time linear quadratic Gaussian control
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Publication:4506890
DOI10.1109/9.788532zbMath0963.93080OpenAlexW2137850460MaRDI QIDQ4506890
Tyrone E. Duncan, Lei Guo, Bozenna Pasik-Duncan
Publication date: 17 October 2000
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1808/1299
LQG controlrandom regularizationadaptive Gaussian controlergodic quadratic cost functionallagged certainty equivalence controlweighted least square algorithms
Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)
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