David Levanony,Peter E. Caines
Stochastic Lagrangian Adaptation
Stochastic Lagrangian Adaptation
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- More about Stochastic Lagrangian Adaptation
Format: Paperback / softback
Length: 77 pages
Publication date: 09 November 2024
Publisher: Springer International Publishing AG
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.
Dimension: 235 x 155 (mm)
ISBN-13: 9783031737572
Edition number: 2024 ed.
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