Closed loop parameter identifiability and adaptive control of a linear stochastic system

DOI10.1016/0167-6911(90)90065-3zbMATH Open0727.93040OpenAlexW1970996022MaRDI QIDQ804537FDOQ804537

Authors: László Gerencsér 

Publication date: 1990

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(90)90065-3

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zbMATH Keywords

linear stochastic control systemLjung's recursive scheme

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Identification in stochastic control theory (93E12) Probabilistic games; gambling (91A60)

Cites Work

• Title not available (Why is that?)
• Analysis of recursive stochastic algorithms
• Title not available (Why is that?)
• A Survey of Some Results in Stochastic Adaptive Control
• Representations of jointly stationary stochastic feedback processes†
• Adaptive control of continuous-time linear stochastic systems
• Identification of processes in closed loop-identifiability and accuracy aspects
• Adaptive control with recursive identification for stochastic linear systems
• Title not available (Why is that?)
• Checkable conditions for identifiability of linear systems operating in closed loop
• An ordinary differential equation technique for continuous-time parameter estimation

Cited In (6)

• Identification of both closed- and open-loop stochastic system while stabilizing it.
• Closed-loop identification for the best asymptotic performance of adaptive robust control
• Multiple objective optimization approach to adaptive and learning control
• Closed-loop persistent identification of linear systems with unmodeled dynamics and stochastic disturbances
• Identification of a dynamic plant in a closed-loop system with limited control resources
• Full state constraints-based adaptive tracking control for uncertain nonlinear stochastic systems with input saturation

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