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Identification and Stochastic Adaptive Control

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Cover of 'Identification and Stochastic Adaptive Control'

Table of Contents

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    Book Overview
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    Chapter 1 Probability Theory Preliminaries
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    Chapter 2 Limit Theorems on Martingales
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    Chapter 3 Filtering and Control for Linear Systems
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    Chapter 4 Coefficient Estimation for ARMAX Models
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    Chapter 5 Stochastic Adaptive Tracking
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    Chapter 6 Coefficient Estimation in Adaptive Control Systems
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    Chapter 7 Order Estimation
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    Chapter 8 Optimal Adaptive Control with Consistent Parameter Estimate
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    Chapter 9 ARX(∞) Model Approximation
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    Chapter 10 Estimation for Time-Varying Parameters
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    Chapter 11 Adaptive Control of Time-Varying Stochastic Systems
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    Chapter 12 Continuous-Time Stochastic Systems
Attention for Chapter 4: Coefficient Estimation for ARMAX Models
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