Stochastic Lagrangian Adaptation

Explore the forefront of control theory with Stochastic Lagrangian Adaptation by David Levanony, published by Springer International Publishing AG in 2024. This insightful paperback edition spans 77 pages and presents a groundbreaking continuous time stochastic linear quadratic (LQ) adaptive control algorithm tailored for fully observed linear stochastic systems with unknown parameters.

Delve into the intricacies of adaptive estimation as the author meticulously designs an algorithm that effectively drives the maximum likelihood estimate into the parameter set that accurately reflects true closed-loop dynamics. Whether you are a researcher, student, or practitioner in control systems, this book is an essential addition to your library, offering innovative approaches and valuable insights into adaptive control methodologies.