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Stochastic Lagrangian Adaptation

by David Levanony e Peter E. Caines
language: english
Publisher: Springer International Publishing AG, November of 2024 ‧
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This book introduces a cutting-edge continuous time stochastic linear quadratic (LQ) adaptive control algorithm for fully observed linear stochastic systems with unknown parameters. The adaptive estimation algorithm is engineered to drive the maximum likelihood estimate into the set of parameters representing the true closed-loop dynamics.

Stochastic Lagrangian Adaptation

by David Levanony e Peter E. Caines

Property Description
ISBN: 9783031737572
Publisher: Springer International Publishing AG
Release Date: November of 2024
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Softcover
Pages: 77
Format: Book
Collection: Springerbriefs In Mathematics
Categories: Books in English > Science > Mathematics
EAN: 9783031737572

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