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020 _a9783031737589
_9978-3-031-73758-9
024 7 _a10.1007/978-3-031-73758-9
_2doi
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aPBWL
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072 7 _aMAT029000
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100 1 _aLevanony, David.
_eauthor.
_0(orcid)0000-0002-4332-8925
_1https://orcid.org/0000-0002-4332-8925
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
_987228
245 1 0 _aStochastic Lagrangian Adaptation
_h[electronic resource] /
_cby David Levanony, Peter E. Caines.
250 _a1st ed. 2024.
264 1 _aCham :
_bSpringer Nature Switzerland :
_bImprint: Springer,
_c2024.
300 _aVI, 77 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSpringerBriefs in Mathematics,
_x2191-8201
505 0 _aIntroduction -- Problem Statement -- Asymptotic Maximum Likelihood Identification -- Geometric Results -- Lagrangian Adaptation -- Proof of Theorem 5.2 -- Index.
520 _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.
650 0 _aStochastic processes.
_976770
650 1 4 _aStochastic Systems and Control.
_987229
700 1 _aCaines, Peter E.
_eauthor.
_0(orcid)0000-0002-5248-9456
_1https://orcid.org/0000-0002-5248-9456
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
_987230
710 2 _aSpringerLink (Online service)
773 0 _tSpringer Nature eBook
776 0 8 _iPrinted edition:
_z9783031737572
776 0 8 _iPrinted edition:
_z9783031737596
830 0 _aSpringerBriefs in Mathematics,
_x2191-8201
_970788
856 4 0 _uhttps://doi.org/10.1007/978-3-031-73758-9
912 _aZDB-2-SMA
912 _aZDB-2-SXMS
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