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System stability and optimal control

โœ Scribed by E. V. Bulinskaya

Book ID
105572606
Publisher
Springer US
Year
1998
Tongue
English
Weight
754 KB
Volume
92
Category
Article
ISSN
1573-8795

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A natural adaptive linear quadratic regulator is studied. The optimal control is shown to be the best estimate, given the observation, of the linear quadratic control computed assuming that the true parameter were known. Moreover this optimal control is stabilizing. The new ingredient that makes th