Optimal One-Step-ahead Stochastic Adaptive Control.

An optimal indirect stochastic adaptive control is obtained explicitly for linear time-varying discrete-time systems with general delay and white noise perturbation, while minimizing the variance of the output around a desired value one step ahead, The resulting controller incorporates parameter uncertainties. The solution unifies and generalizes previously known results, which become special cases. The results are compared with a certainty equivalence controller in an example.