02460nam a22004335i 4500001001800000003000900018005001700027007001500044008004100059020001800100024003500118050001600153072001600169072001700185072002300202072001500225072001600240100014500256245009900401250001800500264006900518300003200587336002600619337002600645338003600671347002400707490004600731505016600777520065200943650002601595650003601621700014501657710003401802773002601836776003601862776003601898830004601934856004601980978-3-031-73758-9DE-He21320251030113304.0cr nn 008mamaa241109s2024    sz |    s    |||| 0|eng d  a97830317375897 a10.1007/978-3-031-73758-92doi 4aQA274-274.9 7aPBT2bicssc 7aPBWL2bicssc 7aMAT0290002bisacsh 7aPBT2thema 7aPBWL2thema1 aLevanony, David.eauthor.0(orcid)0000-0002-4332-89251https://orcid.org/0000-0002-4332-89254aut4http://id.loc.gov/vocabulary/relators/aut10aStochastic Lagrangian Adaptationh[electronic resource] /cby David Levanony, Peter E. Caines.  a1st ed. 2024. 1aCham :bSpringer Nature Switzerland :bImprint: Springer,c2024.  aVI, 77 p.bonline resource.  atextbtxt2rdacontent  acomputerbc2rdamedia  aonline resourcebcr2rdacarrier  atext filebPDF2rda1 aSpringerBriefs in Mathematics,x2191-82010 aIntroduction -- Problem Statement -- Asymptotic Maximum Likelihood Identification -- Geometric Results -- Lagrangian Adaptation -- Proof of Theorem 5.2 -- Index.  aThis 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. 0aStochastic processes.14aStochastic Systems and Control.1 aCaines, Peter E.eauthor.0(orcid)0000-0002-5248-94561https://orcid.org/0000-0002-5248-94564aut4http://id.loc.gov/vocabulary/relators/aut2 aSpringerLink (Online service)0 tSpringer Nature eBook08iPrinted edition:z978303173757208iPrinted edition:z9783031737596 0aSpringerBriefs in Mathematics,x2191-820140uhttps://doi.org/10.1007/978-3-031-73758-9