Stochastic adaptive control-an historical prospective

Stochastic adaptive control has become an important area of activity in control theory. This activity has developed especially during the past twenty years or so because many mathematical models of physical phenomena are systems which contain parameters and for which control is required. With the maturity of this area of research there are a number of books and general surveys. The author considers adaptive control of discrete and continuous time stochastic systems with an emphasis on continuous time stochastic systems.