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Avtomatika i Telemekhanika, 1982, Issue 5, Pages 117–126 (Mi at5528)  
Adaptive Systems

Adaptive limit optimal control of a linear stochastic plant with an uncorrelated disturbance

S. A. Agafonov, V. N. Fomin

Leningrad
Full-text PDF (1549 kB)
Abstract: The problem of controlling a differential plant when the plant gains are unknown and the plant is subjected to a colored disturbance is stated and solved. The adaptation (estimation of unknown gains) algorithm is a procedure of the method of stochastic approximation.

Received: 07.05.1981
Bibliographic databases:
Document Type: Article
UDC: 62-506.5
Language: Russian
Citation: S. A. Agafonov, V. N. Fomin, “Adaptive limit optimal control of a linear stochastic plant with an uncorrelated disturbance”, Avtomat. i Telemekh., 1982, no. 5, 117–126; Autom. Remote Control, 43:5 (1982), 670–678
Citation in format AMSBIB
\Bibitem{AgaFom82}
\by S.~A.~Agafonov, V.~N.~Fomin
\paper Adaptive limit optimal control of a linear stochastic plant with an uncorrelated disturbance
\jour Avtomat. i Telemekh.
\yr 1982
\issue 5
\pages 117--126
\mathnet{http://mi.mathnet.ru/at5528}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=687119}
\zmath{https://zbmath.org/?q=an:0507.93067}
\transl
\jour Autom. Remote Control
\yr 1982
\vol 43
\issue 5
\pages 670--678
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