The theme of this monograph is the adaptive control of systems in a stochastic environment and, more precisely, the study of the tracking problem for ARMAX SISO stochastic 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 subproblems related to adaptive control, (2) display computer simulation results and discuss their...