Closed loop parameter identifiability and adaptive control of a linear stochastic system

DOI10.1016/0167-6911(90)90065-3zbMath0727.93040OpenAlexW1970996022MaRDI QIDQ804537

László Gerencsér

Publication date: 1990

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(90)90065-3

zbMATH Keywords

linear stochastic control systemLjung's recursive scheme

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Identification in stochastic control theory (93E12) Probabilistic games; gambling (91A60)

Related Items (2)

Multiple objective optimization approach to adaptive and learning control ⋮ Full state constraints-based adaptive tracking control for uncertain nonlinear stochastic systems with input saturation

Cites Work

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• Identification of processes in closed loop-identifiability and accuracy aspects
• Adaptive control of continuous-time linear stochastic systems
• Adaptive control with recursive identification for stochastic linear systems
• A Survey of Some Results in Stochastic Adaptive Control
• Checkable conditions for identifiability of linear systems operating in closed loop
• Analysis of recursive stochastic algorithms
• Representations of jointly stationary stochastic feedback processes†
• An ordinary differential equation technique for continuous-time parameter estimation

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