LIBROS DEL AUTOR: peter e caines

1 resultados para LIBROS DEL AUTOR: peter e caines

  • Stochastic Lagrangian Adaptation
    David Levanony / Peter E. Caines
    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 monitor...
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