On adaptive control for linear stochastic system.

MaRDI QIDQ2734723zbMATH OpenFDO

Authors Adam Czornik, A. Nawrat

Publication date 20 August 2001

Published in Journal of Natural \& Physical Sciences (Search for Journal in Brave)

zbMATH Keywords

consistent parameter estimationmaximum likelihood methodstochastic adaptive controlstochastic optimal controlstopping times

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

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• Information inequalities in adaptive control of a multidimensional linear plant
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