Continuous-Time Stochastic Adaptive Control
- 1 March 1991
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 29 (2) , 264-282
- https://doi.org/10.1137/0329015
Abstract
This paper establishes global boundedness for a continuous-time stochastic adaptive control algorithm. It is shown that, with probability one, the system inputs and outputs satisfy a sample mean square boundedness property. The algorithm and method of analysis are not directly analogous to the discrete-time case, since special features are necessary to handle the continuous-time problemKeywords
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