### Abstract

Examination of the linear-quadratic regulator problem in the case in which a random process being controlled contains unknown parameters. Under the assumption that the parameters have a Gaussian a priori distribution, it is shown that finding an optimum control involves solving an iinfinite system of ordinary differential equations. Some formulas are included that can be used in practice to find the first two approximations of the optimum control.

Original language | English |
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Title of host publication | Eng Cybern |

Pages | 181-188 |

Number of pages | 8 |

Volume | 10 |

Edition | 1 |

Publication status | Published - Jan 1972 |

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### ASJC Scopus subject areas

- Engineering(all)

### Cite this

*Eng Cybern*(1 ed., Vol. 10, pp. 181-188)

**ADAPTIVE CONTROL OF A LINEAR STOCHASTIC SYSTEM WITH INDEPENDENT PARAMETERS.** / Konev, V. V.

Research output: Chapter in Book/Report/Conference proceeding › Chapter

*Eng Cybern.*1 edn, vol. 10, pp. 181-188.

}

TY - CHAP

T1 - ADAPTIVE CONTROL OF A LINEAR STOCHASTIC SYSTEM WITH INDEPENDENT PARAMETERS.

AU - Konev, V. V.

PY - 1972/1

Y1 - 1972/1

N2 - Examination of the linear-quadratic regulator problem in the case in which a random process being controlled contains unknown parameters. Under the assumption that the parameters have a Gaussian a priori distribution, it is shown that finding an optimum control involves solving an iinfinite system of ordinary differential equations. Some formulas are included that can be used in practice to find the first two approximations of the optimum control.

AB - Examination of the linear-quadratic regulator problem in the case in which a random process being controlled contains unknown parameters. Under the assumption that the parameters have a Gaussian a priori distribution, it is shown that finding an optimum control involves solving an iinfinite system of ordinary differential equations. Some formulas are included that can be used in practice to find the first two approximations of the optimum control.

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UR - http://www.scopus.com/inward/citedby.url?scp=0015277559&partnerID=8YFLogxK

M3 - Chapter

VL - 10

SP - 181

EP - 188

BT - Eng Cybern

ER -