Discrete time optimal adaptive control for linear stochastic systems

DOI10.1016/S1007-0214(07)70016-0zbMath1174.93732OpenAlexW1991653015MaRDI QIDQ5901454

Guiming Luo, Rui Jiang

Publication date: 6 March 2009

Published in: Tsinghua Science and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s1007-0214(07)70016-0

zbMATH Keywords

stochastic systemoptimal adaptive controlglobally stableweighted least-squares algorithm

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Least squares and related methods for stochastic control systems (93E24) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35) Gravitational energy and conservation laws; groups of motions (83C40)

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