Self-tuning controls of linear stochastic systems in presence of drift

Monika Boschková

Kybernetika (1988)

  • Volume: 24, Issue: 5, page 347-362
  • ISSN: 0023-5954

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Boschková, Monika. "Self-tuning controls of linear stochastic systems in presence of drift." Kybernetika 24.5 (1988): 347-362. <http://eudml.org/doc/28777>.

@article{Boschková1988,
author = {Boschková, Monika},
journal = {Kybernetika},
keywords = {self-tuning controls; estimates for the unknown parameters; least squares method},
language = {eng},
number = {5},
pages = {347-362},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Self-tuning controls of linear stochastic systems in presence of drift},
url = {http://eudml.org/doc/28777},
volume = {24},
year = {1988},
}

TY - JOUR
AU - Boschková, Monika
TI - Self-tuning controls of linear stochastic systems in presence of drift
JO - Kybernetika
PY - 1988
PB - Institute of Information Theory and Automation AS CR
VL - 24
IS - 5
SP - 347
EP - 362
LA - eng
KW - self-tuning controls; estimates for the unknown parameters; least squares method
UR - http://eudml.org/doc/28777
ER -

References

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  1. J. Ackerman, Der Entwurf linearer Regelungssysteme im Zustandsraum, Regelungstechnik u. Prozess-Datenverarb. 20 (1972), 297-300. (1972) 
  2. K. J. Åström, Introduction to Stochastic Control Theory, J. Wiley, New York 1970. (1970) MR0270799
  3. P. R. Kumar, A survey of some results in stochastic adaptive control, SIAM J. Control Optim. 23 (1985), 329-380. (1985) Zbl0571.93038MR0784574
  4. P. R. Kumar, P. Varaiya, Stochastic Systems: Estimation, Identification, and Adaptive Control, Prentice Hall, Engelwood Cliffs 1986. (1986) Zbl0706.93057
  5. P. Mandl, Some connections between statistics and control theory, In: Mathematical Statistics and Probability, Vol. B. D. Reidel, Dordrecht 1987, 155-168. (1987) Zbl0642.93066MR0922720
  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. (1987) MR1171711
  7. P. Mandl T. E. Duncan, B. Pasik-Duncan, On the consistency of a least squares identification, Kybernetika 24 (1988), 5, 340-346. (1988) MR0970211
  8. J. M. Mendel, Discrete Techniques of Parameter Estimation, Marcel Dekker, New York 1973. (1973) Zbl0257.62001MR0327363
  9. M. B. Nevelson, R. Z. Khasminsky, Stochastic Approximation and Recursive Estimation, Nauka, Moscow 1972. In Russian. (1972) 
  10. B. Pasik-Duncan, On Adaptive Control, Central School of Planning and Statistics, Warsaw 1986. In Polish. (1986) 

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