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Stochastic Lagrangian Adaptation - SpringerBriefs in Mathematics
David Levanony
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.
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | November 9, 2024 |
| ISBN13 | 9783031737572 |
| Publishers | Springer International Publishing AG |
| Pages | 77 |
| Dimensions | 150 × 220 × 10 mm · 143 g |
| Language | German |
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