OPTIMAL ADAPTIVE CONTROL OF STOCHASTIC SYSTEMS. Academic Article

abstract

• Some recent results in adaptive control are discussed. For two types of systems i. e. finite-state finite-control Markov chains and linear, quadratic, Gaussian systems, optimal adaptive control can be achieved through the choice of a modified maximum likelihood parameter estimator followed by a certainty equivalent control law. These adaptive controllers are discussed along with their convergence properties.

authors

• Kumar, Panganamala

published proceedings

• Ricerche di Automatica

author list (cited authors)

• Kumar, P. R.

complete list of authors

• Kumar, PR

publication date

• October 1982

published in

• Ricerche di Automatica  Journal

start page

• 1

end page

• 5

volume

• 13

issue

• 1