@inproceedings{85f4fb8c98ae4d11ab797f7272b37eb4,
title = "Performance monitored continuous time LQ stochastic adaptive control",
abstract = "This extended abstract presents a continuous time stochastic adaptive control algorithm for completely observed linear stochastic systems with unknown parameters. The adaptive estimation algorithm is designed so that, first, it drives the estimate into a neighborhood Iδ of a set I of parameters corresponding to the true closed loop dynamics and then, second, by activating a performance monitoring feature in Iδ, the estimate converges to the true system parameter and the resulting control yields optimal long run LQ closed loop performance.",
author = "Caines, {Peter E.} and David Levanony",
year = "1993",
month = dec,
day = "1",
language = "English",
isbn = "0780312988",
series = "Proceedings of the IEEE Conference on Decision and Control",
publisher = "Institute of Electrical and Electronics Engineers",
pages = "3539--3543",
booktitle = "Proceedings of the IEEE Conference on Decision and Control",
address = "United States",
note = "Proceedings of the 32nd IEEE Conference on Decision and Control. Part 2 (of 4) ; Conference date: 15-12-1993 Through 17-12-1993",
}