Stochastic linear quadratic adaptive control for continuous-time first-order systems
- 31 August 1997
- journal article
- Published by Elsevier in Systems & Control Letters
- Vol. 31 (3) , 149-154
- https://doi.org/10.1016/s0167-6911(97)00030-3
Abstract
No abstract availableThis publication has 10 references indexed in Scilit:
- Stochastic adaptive control for continuous-time linear systems with quadratic costApplied Mathematics & Optimization, 1996
- Self-convergence of weighted least-squares with applications to stochastic adaptive controlIEEE Transactions on Automatic Control, 1996
- Weighted Estimation and Tracking for ARMAX ModelsSIAM Journal on Control and Optimization, 1995
- Adaptive pole placement without excitation probing signalsIEEE Transactions on Automatic Control, 1994
- Continuous time stochastic adaptive control: non-explosion, ϵ-consistency and stabilitySystems & Control Letters, 1992
- Singularity-free adaptive pole-placement without resorting to persistency of excitation: Detailed analysis for first order systemsAutomatica, 1992
- Adaptive control of a simple nonlinear system without a priori information on the plant parametersIEEE Transactions on Automatic Control, 1992
- Adaptive control of continuous-time linear stochastic systemsMathematics of Control, Signals, and Systems, 1990
- Continuous-Time Stochastic Adaptive Tracking—Robustness and Asymptotic PropertiesSIAM Journal on Control and Optimization, 1990
- Convergence rates of continuous-time stochastic ELS parameter estimationIEEE Transactions on Automatic Control, 1987