Adaptive control of continuous time stochastic systems | Zendy

Duncan T.E. | Zendy; PasikDuncan B. | Zendy

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Adaptive control of continuous time stochastic systems

Author(s) -

Duncan T.E.,

PasikDuncan B.

Publication year - 2002

Publication title -

international journal of adaptive control and signal processing

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.73

H-Index - 66

eISSN - 1099-1115

pISSN - 0890-6327

DOI - 10.1002/acs.712

Subject(s) - controllability , observability , adaptive control , linear quadratic gaussian control , stochastic control , control theory (sociology) , mathematical optimization , linear system , computer science , gaussian , stochastic process , mathematics , control (management) , optimal control , statistics , mathematical analysis , physics , quantum mechanics , artificial intelligence

Some problems and solutions of adaptive control problems for continuous time stochastic systems are described. A solution is given to the adaptive linear quadratic Gaussian control problem under the natural assumptions of controllability and observability. The effects of sampling and numerical differentiation on a least‐squares estimation algorithm are described. Adaptive control problems for non‐linear stochastic systems and linear stochastic distributed parameter systems are briefly described. Copyright © 2002 John Wiley & Sons, Ltd.

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