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Stochastic Lagrangian Adaptation

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In Stock (624)

£ 47.99

Description

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.

Book Details
EAN:
9783031737572
Binding:
Paperback / softback
Dimensions(mm):
235 x 155
Publication Date:
2024-11-09
Publication Country:
Switzerland