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Title: Self-tuning controls of linear stochastic systems in presence of drift (English)
Author: Boschková, Monika
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 24
Issue: 5
Year: 1988
Pages: 347-362
Category: math
MSC: 60J60
MSC: 62E20
MSC: 93C05
MSC: 93C15
MSC: 93C40
MSC: 93C60
MSC: 93E10
idZBL: Zbl 0654.93040
idMR: MR970212
Date available: 2009-09-24T18:07:45Z
Last updated: 2012-06-05
Stable URL:
Reference: [1] J. Ackerman: Der Entwurf linearer Regelungssysteme im Zustandsraum.Regelungstechnik u. Prozess-Datenverarb. 20 (1972), 297-300.
Reference: [2] K. J. Åström: Introduction to Stochastic Control Theory.J. Wiley, New York 1970. MR 0270799
Reference: [3] P. R. Kumar: A survey of some results in stochastic adaptive control.SIAM J. Control Optim. 23 (1985), 329-380. Zbl 0571.93038, MR 0784574
Reference: [4] P. R. Kumar, P. Varaiya: Stochastic Systems: Estimation, Identification, and Adaptive Control.Prentice Hall, Engelwood Cliffs 1986. Zbl 0706.93057
Reference: [5] P. Mandl: Some connections between statistics and control theory.In: Mathematical Statistics and Probability, Vol. B. D. Reidel, Dordrecht 1987, 155-168. Zbl 0642.93066, MR 0922720
Reference: [6] P. Mandl: On evaluating the performance of self-tuning regulators.In: Proc. 2nd International Symp. on Numerical Analysis, Prague 1987. B. G. Teubner, Leipzig. To appear. MR 1171711
Reference: [7] P. Mandl T. E. Duncan, B. Pasik-Duncan: On the consistency of a least squares identification.Kybernetika 24 (1988), 5, 340-346. MR 0970211
Reference: [8] J. M. Mendel: Discrete Techniques of Parameter Estimation.Marcel Dekker, New York 1973. Zbl 0257.62001, MR 0327363
Reference: [9] M. B. Nevelson, R. Z. Khasminsky: Stochastic Approximation and Recursive Estimation.Nauka, Moscow 1972. In Russian.
Reference: [10] B. Pasik-Duncan: On Adaptive Control.Central School of Planning and Statistics, Warsaw 1986. In Polish.


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