02512nam 22005655 450 991090630140332120250625191810.09783031737589303173758X10.1007/978-3-031-73758-9(MiAaPQ)EBC31759160(Au-PeEL)EBL31759160(CKB)36527741300041(DE-He213)978-3-031-73758-9(EXLCZ)993652774130004120241109d2024 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierStochastic Lagrangian Adaptation /by David Levanony, Peter E. Caines1st ed. 2024.Cham :Springer Nature Switzerland :Imprint: Springer,2024.1 online resource (81 pages)SpringerBriefs in Mathematics,2191-82019783031737572 3031737571 Introduction -- Problem Statement -- Asymptotic Maximum Likelihood Identification -- Geometric Results -- Lagrangian Adaptation -- Proof of Theorem 5.2 -- Index.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.SpringerBriefs in Mathematics,2191-8201Stochastic processesStochastic Systems and ControlProcessos estocàsticsthubAnàlisi estocàsticathubLlibres electrònicsthubStochastic processes.Stochastic Systems and Control.Processos estocàsticsAnàlisi estocàstica003.76Levanony David1775184Caines Peter E59349MiAaPQMiAaPQMiAaPQBOOK9910906301403321Stochastic Lagrangian Adaptation4289586UNINA