Stochastic Lagrangian Adaptation (SpringerBriefs in Mathematics)
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- Synopsis
- 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.
- Copyright:
- 2024
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783031737589
- Related ISBNs:
- 9783031737572
- Publisher:
- Springer Nature Switzerland
- Date of Addition:
- 12/10/24
- Copyrighted By:
- The Editor
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.