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CONTINUOUS-TIME KIEFER-WOLFOWITZ ALGORITHM WITH RANDOMIZED DIFFERENCES
Continuous-time stochastic approximatio
2007/8/7
A continuous-time Kiefer-Wolfowitz algorithm with randomized differences andwith truncations at randomly varying bounds is proposed. It is shown that the algorithmconverges to the desired value almost...
CONTINUOUS-TIME STOCHASTIC ADAPTIVE CONTROL STABILIZING THE SYSTEM AND MINIMIZING THE QUADRATIC LOSS FUNCTION
Stochastic adaptive control continuous-
2007/8/7
For the completely observed colltinuous-time stochastic system (A, B, C)an adaptive control based on the ELS estimation algorithm is designed so that the quadratic loss function is minimized and the u...