Recent Advances in the Theory of Stochastic Adaptive Control
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abstract
In recent years much progress has been made on the theory of adaptive control for linear stochastic systems. The stability of some simple adaptive control laws, their optimality with respect to the minimum output variance criterion, and their self-tuning property for both the regulation and tracking problems, have all been proved. In this paper we outline these recent advances in the theory of stochastic adaptive control and also indicate some of the open problems.
