Adaptive control of linear delay time systems*
作者:
T. E. Duncan,
B. Pasik-Duncan,
期刊:
Stochastics
(Taylor Available online 1988)
卷期:
Volume 24,
issue 1
页码: 45-74
ISSN:0090-9491
年代: 1988
DOI:10.1080/17442508808833508
出版商: Gordon and Breach Science Publishers, Inc
关键词: Adaptive control;linear delay time systems;average costs
数据来源: Taylor
摘要:
An adaptive control problem for linear, continuous time, discrete delay stochastic systems is described and solved in this paper. A solution of the adaptive control problem means that the family of maximum likelihood estimators are shown to be strongly consistent and te average costs are shown to converge to the optimal average cost. The unknown parameters in the model appear affinely in the drift term of the stochastic differential equation. The assumptions that are made for the solution are natural and verifiable
点击下载:
PDF (655KB)
返 回