Stochastic linear quadratic adaptive control for continuous-time first-order systems

DOI10.1016/S0167-6911(97)00030-3MaRDI QIDQ1391146zbMATH OpenOpenAlexFDO

Authors D. Massart

Publication date 22 July 1998

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

Full work available at URL https://doi.org/10.1016/s0167-6911(97)00030-3

zbMATH Keywords

strong consistencyoptimalityadaptive controllinear quadraticcontinuous-time stochastic systemsself-convergenceweighted least-squares algorithm

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Least squares and related methods for stochastic control systems (93E24) Stochastic learning and adaptive control (93E35)

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Cites work

• scientific article; zbMATH DE number 1009520 (Why is no real title available?)
• scientific article; zbMATH DE number 853079 (Why is no real title available?)
• Adaptive control of a simple nonlinear system without a priori information on the plant parameters
• Adaptive control of continuous-time linear stochastic systems
• Adaptive pole placement without excitation probing signals
• Continuous time stochastic adaptive control: Non-explosion, \(\epsilon\)- consistency and stability
• Continuous-Time Stochastic Adaptive Tracking—Robustness and Asymptotic Properties
• Convergence rates of continuous-time stochastic ELS parameter estimation
• Self-convergence of weighted least-squares with applications to stochastic adaptive control
• Singularity-free adaptive pole-placement without resorting to persistency of excitation: Detailed analysis for first order systems
• Stochastic adaptive control for continuous-time linear systems with quadratic cost
• Weighted Estimation and Tracking for ARMAX Models

Cited in

(3)

• A new method of parameter estimation and adaptive control of nonlinear systems with filterless least-squares
• Adaptive control of continuous time stochastic systems
• Adaptive sampled-data based linear quadratic optimal control of stochastic systems

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