Abstract
The purpose of the paper is to present a new methodology for the analysis of the interaction of identification and control. Earlier works on this interaction were presented in [AW, A2, G3, Ke]. Our approach is based on techniques of stochastic complexity (cf. [GV1]).
This research was supported by the Hungarian Science Foundation (OTKA) T 020984.
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Vágó, Z. (1997). Excitation and Performance in Continuous-time Stochastic Adaptive LQ-control. In: Stochastic Differential and Difference Equations. Progress in Systems and Control Theory, vol 23. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-1980-4_25
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DOI: https://doi.org/10.1007/978-1-4612-1980-4_25
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-1-4612-7365-3
Online ISBN: 978-1-4612-1980-4
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