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CONTINUOUS-TIME STOCHASTIC ADAPTIVE CONTROL STABILIZING THE SYSTEM AND MINIMIZING THE QUADRATIC LOSS FUNCTION
Stochastic adaptive control continuous-
2007/8/7
For the completely observed colltinuous-time stochastic system (A, B, C)an adaptive control based on the ELS estimation algorithm is designed so that the quadratic loss function is minimized and the u...
Stochastic adaptive control is considered for the discrete-time multi-input and multi-output system of multi-delay with noise expressed by an ARMA process. The CARIMA model is a special case of the sy...
The adaptive control problem for stochastic systems with unmodelled dynamics is considered. The modelled part of the system is described by an ARMAX model which may not be of minimum phase, while the ...