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Stochastic Lagrangian Adaptation
Engelsk
Bogcover for Stochastic Lagrangian Adaptation af Peter E. Caines, David Levanony, 9783031737572
Specifikationer
Sprog:
Engelsk
Sider:
77
ISBN-13:
9783031737572
Indbinding:
Paperback
ISBN-10:
3031737571
Kategori:
Udg. Dato:
9 nov 2024
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
9 nov 2024

Stochastic Lagrangian Adaptation

Engelsk
Paperback 2024
Format:

Bog beskrivelse

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. By incorporating a performance monitoring feature, this approach ensures that the estimate converges to the true system parameters. Concurrently, it delivers optimal long-term LQ closed-loop performance. This groundbreaking work offers a significant advancement in the field of stochastic control systems.

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Specifikationer
Sprog:
Engelsk
Sider:
77
ISBN-13:
9783031737572
Indbinding:
Paperback
ISBN-10:
3031737571
Kategori:
Udg. Dato:
9 nov 2024
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
9 nov 2024
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