Title Type identification and stochastic adaptive control systems & control foundations & applications PDF digital control systems volume 2 stochastic control multivariable control adaptive control applications PDF stochastic systems estimation identification and adaptive control prentice-hall information and system sciences series PDF model-based control of networked systems systems & control ...

In this paper, the continuous optimal control theory is used to model and solve the maximum entropy problem for a continuous random variable. The maximum entropy principle provides a method to obtain least-biased probability density function (Pdf) estimation. In this paper, to find a closed form solution for the maximum entropy problem with any number of moment constraints, the entropy is consi...