Stochastic lagrangian adaptation
Auteur :
Levanony, David / Caines, Peter E.
Éditeur :
Springer International Publishing AG
ISBN :
9783031737572
Date de publication :
9 nov. 2024
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.