An algorithm is proposed for suboptimal control of linear multivariable systems with unknown parameters and output noise covariances. This algorithm is based on the idea of explicitly separating the functions of identification, estimation and control. The parameters and states of the system are esti
Optimal control of stochastic systems with aftereffect and unknown parameters
โ Scribed by V. B. Kolmanovskii; L. E. Shaikhet
- Publisher
- Springer US
- Year
- 1988
- Tongue
- English
- Weight
- 406 KB
- Volume
- 24
- Category
- Article
- ISSN
- 1573-8337
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
The problems of stability and optimal control for stochastic difference equations are receiving important attention now (see, for example, [l-3]). In this paper, the optimal control in final form is obtained for optimal control problem of stochastic linear difference equation with unknown parameters
Using the Lyapunov stability theory an adaptive control is proposed for chaos synchronization between two different systems which have stochastically time varying unknown coefficients. The stochastic variations of the coefficients about their unknown mean values are modeled through white Gaussian no