On exponentially discounted adaptive control

Tyrone E. Duncan; Petr Mandl; Bożenna Pasik-Duncan

Kybernetika (1990)

  • Volume: 26, Issue: 5, page 361-372
  • ISSN: 0023-5954

How to cite

top

Duncan, Tyrone E., Mandl, Petr, and Pasik-Duncan, Bożenna. "On exponentially discounted adaptive control." Kybernetika 26.5 (1990): 361-372. <http://eudml.org/doc/27749>.

@article{Duncan1990,
author = {Duncan, Tyrone E., Mandl, Petr, Pasik-Duncan, Bożenna},
journal = {Kybernetika},
keywords = {adaptive control; least squares estimates; exponentially discounted quadratic functional; periodic functions; linear feedback control},
language = {eng},
number = {5},
pages = {361-372},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On exponentially discounted adaptive control},
url = {http://eudml.org/doc/27749},
volume = {26},
year = {1990},
}

TY - JOUR
AU - Duncan, Tyrone E.
AU - Mandl, Petr
AU - Pasik-Duncan, Bożenna
TI - On exponentially discounted adaptive control
JO - Kybernetika
PY - 1990
PB - Institute of Information Theory and Automation AS CR
VL - 26
IS - 5
SP - 361
EP - 372
LA - eng
KW - adaptive control; least squares estimates; exponentially discounted quadratic functional; periodic functions; linear feedback control
UR - http://eudml.org/doc/27749
ER -

References

top
  1. A. Aloneftis, Stochastic Adaptive Control, (Lecture Notes in Control and Information Sciences 98.) Springer-Verlag, Berlin -Heidelberg-New York 1987. (1987) Zbl0626.93002MR0906867
  2. K. J. Åström, B. Wittenmark, Adaptive Control, Addison-Wesley, Reading 1989. (1989) 
  3. T. E. Duncan, B. Pasik-Duncan, Adaptive control of continuous time linear stochastic systems, Mathematics of Control, Signals and Systems (to appear). Zbl0811.93068MR1027320
  4. R. Z. Has'minskii, Stochastic Stability of Differential Equations (translation from Russian), Sigthoff and Noordhoff, Alphen aan den Rijn 1980. (1980) MR0600653
  5. M. Laušmanová, A vanishing discount limit theorem for controlled Markov chains, Kybernetika 25 (1989), 5, 366-374. (1989) MR1024711
  6. P. Mandl T. E. Duncan, B. Pasik-Duncan, On the consistency of a least squares identification procedure, Kybernetika 24 (1988), 5, 340-346. (1988) MR0970211
  7. B. Maslowski, An application of 1-condition in the theory or stochastic differential equations, Casopis pro pest. mat. 112(1987), 3, 296-307. (1987) MR0905976

NotesEmbed ?

top

You must be logged in to post comments.