scientific article; zbMATH DE number 179176
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empirical covariance functionidentificationlinear feedback controlsmatrix-valued polynomialsself-tuningstochastic linear systemstrong consistencyWiener process
Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Non-Markovian processes: estimation (62M09) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
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Cites work
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(19)- Identification of continuous-time linear dynamic stochastic systems
- Least-squares LTI approximation of nonlinear systems and quasistationarity analysis
- Stochastic adaptive control for continuous-time linear systems with quadratic cost
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