Levanony, David. creator author. aut http://id.loc.gov/vocabulary/relators/aut Caines, Peter E. author. aut http://id.loc.gov/vocabulary/relators/aut SpringerLink (Online service) text sz 2024 1st ed. 2024. monographic eng

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electronic resource

access VI, 77 p. online resource. 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. Introduction -- Problem Statement -- Asymptotic Maximum Likelihood Identification -- Geometric Results -- Lagrangian Adaptation -- Proof of Theorem 5.2 -- Index. by David Levanony, Peter E. Caines. Stochastic processes Stochastic Systems and Control QA274-274.9 9783031737589 https://doi.org/10.1007/978-3-031-73758-9 https://doi.org/10.1007/978-3-031-73758-9 241109 20251030113304.0 978-3-031-73758-9