Adaptive control of partially observed linear stochastic systems

DOI10.1080/17442509508833997zbMath0873.93085OpenAlexW1990760373MaRDI QIDQ4715831

Pierre R. Bertrand

Publication date: 18 November 1996

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509508833997

zbMATH Keywords

identificationadaptive controlmaximum likelihood estimates

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

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