Stochastic Lagrangian Adaptation - SpringerBriefs in Mathematics - David Levanony - Books - Springer International Publishing AG - 9783031737572 - November 9, 2024
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Stochastic Lagrangian Adaptation - SpringerBriefs in Mathematics 2024 edition

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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.

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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