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A01=David Levanony
A01=Peter E. Caines
Age Group_Uncategorized
Age Group_Uncategorized
Author_David Levanony
Author_Peter E. Caines
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Category1=Non-Fiction
Category=PBT
Category=PBWL
COP=Switzerland
Delivery_Pre-order
Language_English
PA=Not yet available
Price_€20 to €50
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Stochastic Lagrangian Adaptation

English

By (author): David Levanony Peter E. Caines

This book introduces a cutting-edge continuous time stochastic linear quadratic (LQ) adaptive control algorithm for fully observed linear stochastic systems with unknown parameters. The adaptive estimation algorithm is engineered to drive the maximum likelihood estimate into the set of parameters representing the true closed-loop dynamics. By incorporating a performance monitoring feature, this approach ensures that the estimate converges to the true system parameters. Concurrently, it delivers optimal long-term LQ closed-loop performance. This groundbreaking work offers a significant advancement in the field of stochastic control systems.

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A01=David LevanonyA01=Peter E. CainesAge Group_UncategorizedAuthor_David LevanonyAuthor_Peter E. Cainesautomatic-updateCategory1=Non-FictionCategory=PBTCategory=PBWLCOP=SwitzerlandDelivery_Pre-orderLanguage_EnglishPA=Not yet availablePrice_€20 to €50PS=Forthcomingsoftlaunch

Will deliver when available. Publication date 29 Nov 2024

Product Details
  • Dimensions: 155 x 235mm
  • Publication Date: 29 Nov 2024
  • Publisher: Springer International Publishing AG
  • Publication City/Country: Switzerland
  • Language: English
  • ISBN13: 9783031737572

About David LevanonyPeter E. Caines

Peter E. Caines received the BA in mathematics from Oxford University in 1967 and the PhD in systems and control theory in 1970 from Imperial College University of London  supervised by David Q. Mayne FRS. Following  PDF and visiting positionsa  he joined McGill University in 1980 where he is Distinguished James McGill Professor and Macdonald Chair in the Department of Electrical and Computer Engineering. He received the IEEE Control Systems Society Bode Lecture Prize (2009) is a Fellow of  IFAC CIFAR SIAM IEEE the IMA (UK) and the Royal Society of Canada (2003) and is a member of Professional Engineers Ontario. His monograph Linear Stochastic Systems (Wiley 1988) is now published as a SIAM Classic and his research interests include stochastic and hybrid systems and mean field (control and games) systems on large networks.   David Levanony (BSc. Aerospace Eng. 1985 MSc. Aerospace Eng. 1988 DSc. Electrical Eng. 1992 Technion Haifa Israel) is a Senior Lecturer with the School of Electrical and Computer Engineering Ben Gurion University Beer Sheva Israel and a consultant with the defense industry in Israel.

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