caa a22 4500 467988862 CHVBK 20180323112539.0 cr unu---uuuuu 170328e19900301xx s 000 0 eng 10.1007/BF02551355 doi (NATIONALLICENCE)springer-10.1007/BF02551355 Adaptive control of continuous-time linear stochastic systems [Elektronische Daten] [T. Duncan, B. Pasik-Duncan] An adaptive control problem for linear, continuous-time stochastic systems is described and solved in this paper. A solution of the adaptive control problem means that the family of maximum likelihood estimators is shown to be strongly consistent and the average costs are shown to converge to the optimal average costs. 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. A recursive equation is given for the maximum likelihood estimates. Springer-Verlag New York Inc., 1990 Adaptive control nationallicence Maximum likelihood estimates nationallicence Strong consistency nationallicence Duncan T. Department of Mathematics, University of Kansas, 66045, Lawrence, Kansas, USA aut Pasik-Duncan B. Department of Mathematics, University of Kansas, 66045, Lawrence, Kansas, USA aut Mathematics of Control, Signals and Systems Springer-Verlag 3/1(1990-03-01), 45-60 0932-4194 3:1<45 1990 3 498 https://doi.org/10.1007/BF02551355 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/BF02551355 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Duncan T. Department of Mathematics, University of Kansas, 66045, Lawrence, Kansas, USA aut NATIONALLICENCE 700 1- Pasik-Duncan B. Department of Mathematics, University of Kansas, 66045, Lawrence, Kansas, USA aut NATIONALLICENCE 773 0- Mathematics of Control, Signals and Systems Springer-Verlag 3/1(1990-03-01), 45-60 0932-4194 3:1<45 1990 3 498 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer