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 identification; unknown parameters; stochastic adaptive control algorithm

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

93C40: Adaptive control/observation systems

93E10: Estimation and detection in stochastic control theory

93C05: Linear systems in control theory

93E12: Identification in stochastic control theory

93E20: Optimal stochastic control

93E15: Stochastic stability in control theory

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