Stochastic Systems

Active identification of stochastic discrete dynamic systems

V. N. Ovcharenko

Moscow

Abstract: The problem of active identification of stochastic discrete dynamic systems is stated and solved. The active identification algorithm incorporates V.S. Pugachev's filters [1] and enables both open- and closed-loop indentification. Problems in locally optimal control of inputs and outputs are also considered. An example is given.

UDC: 62-501.72


Received: 20.10.1981

 English version: Automation and Remote Control, 1983, 44:4, 475–483

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