Stochastic adaptive control for continuous-time linear systems with quadratic cost

Applied Mathematics and Optimization

Volumn 34, Issue 2, 1996, Pages 113-138

  Chen, H F ^a   Duncan, T E ^b   Pasik Duncan, B ^b  

^a INSTITUTE OF SYSTEMS SCIENCE   (China)

^b UNIVERSITY OF KANSAS   (United States)

Author keywords

Ergodic control; Identification; Stochastic adaptive control; Stochastic linear regulator

Indexed keywords

CONTROLLABILITY; IDENTIFICATION (CONTROL SYSTEMS); LEAST SQUARES APPROXIMATIONS; MATHEMATICAL TRANSFORMATIONS; PROBLEM SOLVING; STOCHASTIC CONTROL SYSTEMS;

CONTINUOUS TIME; ERGODIC QUADRATIC COST CRITERION; LINEAR TRANSFORMATION; STOCHASTIC ADAPTIVE CONTROL;

ADAPTIVE CONTROL SYSTEMS;

EID: 0030244150     PISSN: 00954616     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01182620     Document Type: Article

References (10)

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