Adaptive Systems

Adaptive limit optimal control of a linear stochastic plant with an uncorrelated disturbance

S. A. Agafonov, V. N. Fomin

Leningrad

Abstract: The problem of controlling a differential plant when the plant gains are unknown and the plant is subjected to a colored disturbance is stated and solved. The adaptation (estimation of unknown gains) algorithm is a procedure of the method of stochastic approximation.

UDC: 62-506.5


Received: 07.05.1981

 English version: Automation and Remote Control, 1982, 43:5, 670–678

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