Continuous-Time Stochastic Adaptive Tracking—Robustness and Asymptotic Properties

DOI10.1137/0328030MaRDI QIDQ3479923zbMATH OpenOpenAlexFDO

Authors Hanfu Chen, Lei Guo

Publication date 1990

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0328030

zbMATH Keywords

least squares methodtracking errorestimation errorunmodeled dynamicsAdaptive estimationcontinuous-time stochastic systems

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Identification in stochastic control theory (93E12)

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Cited in

(9)

• Stochastic linear quadratic adaptive control for continuous-time first-order systems
• Nonparametric Estimation and Adaptive Control of Functional Autoregressive Models
• Compressed least squares algorithm of continuous-time linear stochastic regression model using sampling data
• Robust adaptive tracking using the internal model principle
• scientific article; zbMATH DE number 4120105 (Why is no real title available?)
• A note on continuous-time ELS
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• Robustness analysis of identification and adaptive control for stochastic systems
• Continuous time stochastic adaptive control: Non-explosion, \(\epsilon\)- consistency and stability

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