<p><p>This book introduces a cutting-edge continuous time stochastic linear quadratic (LQ) adaptive control algorithm for fully observed linear stochastic systems with unknown parameters. The adaptive estimation algorithm is engineered to drive the maximum likelihood estimate into the set of parameters representing the true closed-loop dynamics. By incorporating a performance monitoring feature, this approach ensures that the estimate converges to the true system parameters. Concurrently, it delivers optimal long-term LQ closed-loop performance. This groundbreaking work offers a significant advancement in the field of stochastic control systems.</p></p>

Stochastic Lagrangian Adaptation (SpringerBriefs in Mathematics)

Science & Math

Caines, Peter E.

Levanony, David

Mathematics

Springer

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Books by Levanony, David

See the best price to sell, buy, or rent books by Levanony, David. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Stochastic Lagrangian Adaptation (SpringerBriefs in Mathematics)