ADAPTIVE CONTROL OF A LINEAR STOCHASTIC SYSTEM WITH INDEPENDENT PARAMETERS.

V. V. Konev

    Research output: Chapter in Book/Report/Conference proceedingChapter

    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 languageEnglish
    Title of host publicationEng Cybern
    Pages181-188
    Number of pages8
    Volume10
    Edition1
    Publication statusPublished - Jan 1972

    ASJC Scopus subject areas

    • Engineering(all)

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