A new approach to stochastic adaptive control

DOI10.1109/TAC.1987.1104575MaRDI QIDQ3755341zbMATH OpenOpenAlexFDO

Authors Peter E. Caines, Sean P. Meyn

Publication date 1987

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

Full work available at URL https://doi.org/10.1109/tac.1987.1104575

zbMATH Keywords

time-dependent

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20) Probabilistic measure theory (60A10) Ergodic theory (37A99)

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• Stable adaptive control for a plant with randomly varying parameters
• Tracking randomly varying parameters: Analysis of a standard algorithm
• Optimal one-step-ahead stochastic adaptive control
• Steady-state and parameter tracking properties of self-tuning minimum variance regulators
• Combined filtering and parameter estimation: Approximations and robustness
• Revisiting the ODE method for recursive algorithms: fast convergence using quasi stochastic approximation
• Probabilistic DHP adaptive critic for nonlinear stochastic control systems
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