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.
Les mer
The Stochastic Lagrangian Adaptation control algorithm is completely recursive Non-compact unbounded parameter sets are permitted sharply distinguishing the work from standard analyses The work is based upon a geometric analysis of parameter sets yielding optimal closed loop LQ performance
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Produktdetaljer
ISBN
9783031737572
Publisert
2024-11-09
Utgiver
Springer International Publishing AG
Høyde
235 mm
Bredde
155 mm
Aldersnivå
Research, P, 06
Språk
Product language
Engelsk
Format
Product format
Heftet