Adaptive control with recursive identification for stochastic linear systems

DOI10.1109/TAC.1984.1103520zbMath0538.93071MaRDI QIDQ3325610

Stéphane Lafortune, Peter E. Caines

Publication date: 1984

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

recursive identificationunknown parametersstochastic adaptive control algorithm

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

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