| An Interim Report of Research on Stochastic and Adaptive Systems (2007) | |||||||||||
Abstract | |||||||||||
| The research we have conducted over the past several years and in particular during the period February 1, 1980 to January 31, 1981 has been concerned with fundamental aspects of controlling linear and non-linear stochastic systems in the presence of measurement and parameter uncertainties. In case the uncertainties reside in the state description of the physical system and measurements then we refer to the control problem as a stochastic control problem. If in addition there are parameter uncertainties, then the problem is referred to as an adaptive control problem. This is because in addition to state estimation some form of parameter identification scheme will be needed and almost always the control and estimation-identification functions will interact in a non-trivial nonlinear and time-varying way. | |||||||||||
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