Stochastic Adaptive Control Results and Simulations

The theme of this monograph is the adaptive control of systems in a shastic environment and, more precisely, the study of the tracking problem for ARMAX SISO shastic systems with time invariant and time varying parameters. Results of simultaneous tracking and parameter identification are included. The author has aimed to (1) provide a reasonably self-contained and up-to-date exposition of the tracking problem after having properly placed it amongst numerous ideas, approaches, and subproblem...