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:
|
http://hdl.handle.net/10338.dmlcz/125623 |
. |
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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