Continuous time stochastic adaptive control: Non-explosion, \(\epsilon\)- consistency and stability
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Publication:1195830
DOI10.1016/0167-6911(92)90110-EzbMath0763.93078MaRDI QIDQ1195830
Publication date: 4 January 1993
Published in: Systems \& Control Letters (Search for Journal in Brave)
continuous-time; least squares estimate; adaptive control algorithm; completely observed continuous time constant parameter stochastic linear systems; LQR feedback gain matrix
Related Items
Adaptive control of continuous time stochastic systems, Stochastic linear quadratic adaptive control for continuous-time first-order systems, On the adaptive stabilization of linear systems
Cites Work
- A parameter estimation perspective of continuous time model reference adaptive control
- Continuous-Time Stochastic Adaptive Tracking—Robustness and Asymptotic Properties
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- Continuous-Time Stochastic Adaptive Control
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