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On adaptive control of continuous time linear stochastic systems

  • Stochastic Control And Estimation
  • Conference paper
  • First Online:
Stochastic Systems and Optimization

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 136))

Abstract

The solution of adaptive control of continuous time linear stochastic systems without and with delays is presented. The asymptotic distribution of the cost in the adaptive control of a continuous time linear stochastic system without and with delays is given. The consistency of a least squares identification procedure for continuous time linear stochastic systems without and with delays is discussed with the aid of control theory methods.

Research partially supported by NSF Grant ECS-8718026.

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References

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Author information

Authors and Affiliations

  1. Department of Mathematics, University of Kansas, 66045, Lawrence, Kansas

    Bożenna Pasik-Duncan

Authors
  1. Bożenna Pasik-Duncan
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Editor information

Jerzy Zabczyk

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© 1989 Springer-Verlag

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Pasik-Duncan, B. (1989). On adaptive control of continuous time linear stochastic systems. In: Zabczyk, J. (eds) Stochastic Systems and Optimization. Lecture Notes in Control and Information Sciences, vol 136. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0002693

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  • DOI: https://doi.org/10.1007/BFb0002693

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-51619-4

  • Online ISBN: 978-3-540-46719-9

  • eBook Packages: Springer Book Archive

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