Adaptive control of linear stochastic evolution systems
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Publication:3978286
DOI10.1080/17442509108833711zbMATH Open0739.93078OpenAlexW2046806116MaRDI QIDQ3978286FDOQ3978286
B. Goldys, T. E. Duncan, B. Pasik-Duncan
Publication date: 25 June 1992
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509108833711
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Cited In (15)
- Adaptive estimation for nonlinear systems using reproducing kernel Hilbert spaces
- Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency
- Adaptive control of continuous time stochastic systems
- Adaptive boundary control of stochastic linear distributed parameter systems described by analytic semigroups
- Title not available (Why is that?)
- Title not available (Why is that?)
- Asymptotic distribution of some quadratic functionals of linear stochastic evolution systems
- Uniform operator continuity of the stationary Riccati equation in Hilbert space
- Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind
- Identification and adaptive control of some stochastic distributed parameter systems
- Ergodic control for Lévy-driven linear stochastic equations in Hilbert spaces
- Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process
- Adaptive control of continuous-time linear stochastic systems
- Convergence of adaptive control schemes using least-squares parameter estimates
- Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process
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