• DocumentCode
    983710
  • Title

    Comments on "An algorithm for a solution of a stochastic adaptive linear quadratic optimal control problem

  • Author

    Bayard, David S.

  • Author_Institution
    Jet Propulsion Lab., California Inst. of Technol., Pasadena, CA, USA
  • Volume
    34
  • Issue
    3
  • fYear
    1989
  • fDate
    3/1/1989 12:00:00 AM
  • Firstpage
    383
  • Lastpage
    384
  • Abstract
    It is shown that there is an inconsistency in the derivation of the adaptive estimation equations by R. Rishel and L. Harris (see ibid., vol.AC-31, p.1165-70, Dec. 1986). An extra condition that is required is noted.<>
  • Keywords
    adaptive control; optimal control; stochastic systems; adaptive control; adaptive estimation equations; linear quadratic optimal control; stochastic control; Adaptive control; Adaptive estimation; Control design; Equations; Navigation; Optimal control; Programmable control; Recursive estimation; Stochastic processes; Wiener filter;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.16442
  • Filename
    16442
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=983710