Continuous-time stochastic model reference adaptive control

The authors establish global convergence and asymptotic properties of a direct adaptive controller for continuous-time stochastic linear systems by presenting a direct adaptive control algorithm and an associated proof of convergence. This result is comprehensive and covers many other existing results as special cases. It has practical implications for the discrete-time case since it reveals how the existing discrete-time results must be modified so that they have meaningful limits as the sampling period decreases