LEADER 02512nam 22005655 450 001 9910906301403321 005 20250625191810.0 010 $a9783031737589 010 $a303173758X 024 7 $a10.1007/978-3-031-73758-9 035 $a(MiAaPQ)EBC31759160 035 $a(Au-PeEL)EBL31759160 035 $a(CKB)36527741300041 035 $a(DE-He213)978-3-031-73758-9 035 $a(EXLCZ)9936527741300041 100 $a20241109d2024 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aStochastic Lagrangian Adaptation /$fby David Levanony, Peter E. Caines 205 $a1st ed. 2024. 210 1$aCham :$cSpringer Nature Switzerland :$cImprint: Springer,$d2024. 215 $a1 online resource (81 pages) 225 1 $aSpringerBriefs in Mathematics,$x2191-8201 311 08$a9783031737572 311 08$a3031737571 327 $aIntroduction -- Problem Statement -- Asymptotic Maximum Likelihood Identification -- Geometric Results -- Lagrangian Adaptation -- Proof of Theorem 5.2 -- Index. 330 $aThis book introduces a cutting-edge continuous time stochastic linear quadratic (LQ) adaptive control algorithm for fully observed linear stochastic systems with unknown parameters. The adaptive estimation algorithm is engineered to drive the maximum likelihood estimate into the set of parameters representing the true closed-loop dynamics. By incorporating a performance monitoring feature, this approach ensures that the estimate converges to the true system parameters. Concurrently, it delivers optimal long-term LQ closed-loop performance. This groundbreaking work offers a significant advancement in the field of stochastic control systems. 410 0$aSpringerBriefs in Mathematics,$x2191-8201 606 $aStochastic processes 606 $aStochastic Systems and Control 606 $aProcessos estocāstics$2thub 606 $aAnālisi estocāstica$2thub 608 $aLlibres electrōnics$2thub 615 0$aStochastic processes. 615 14$aStochastic Systems and Control. 615 7$aProcessos estocāstics 615 7$aAnālisi estocāstica 676 $a003.76 700 $aLevanony$b David$01775184 701 $aCaines$b Peter E$059349 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910906301403321 996 $aStochastic Lagrangian Adaptation$94289586 997 $aUNINA