BÜCHER VERSANDKOSTENFREI INNERHALB DEUTSCHLANDS
Stochastic Lagrangian Adaptation
Springer
ISBN 978-3-031-73757-2
Standardpreis
Bibliografische Daten
Fachbuch
Buch. Softcover
2024
Bibliographien.
In englischer Sprache
Umfang: vi, 77 S.
Format (B x L): 15,5 x 23,5 cm
Verlag: Springer
ISBN: 978-3-031-73757-2
Weiterführende bibliografische Daten
Das Werk ist Teil der Reihe: SpringerBriefs in Mathematics
Produktbeschreibung
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.
Autorinnen und Autoren
Kundeninformationen
The Stochastic Lagrangian Adaptation control algorithm is completely recursive Non-compact unbounded parameter sets are permitted sharply distinguishing the work from standard analyses The work is based upon a geometric analysis of parameter sets yielding optimal closed loop LQ performance
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