V. Ya. Katkovnik, O. Yu. Kulchitskii, “Applicability of stochastic approximation-like methods to adaptive stabilization of a discrete linear dynamic system”, Avtomat. i Telemekh., 1976, Issue 9,Pages <nobr>113

Adaptive Systems

Applicability of stochastic approximation-like methods to adaptive stabilization of a discrete linear dynamic system

V. Ya. Katkovnik, O. Yu. Kulchitskii

Leningrad

Abstract: Stochastic approximation-like algorithms are given for estimating the parameters of a linear controlled dynamic system subjected to random noises and described by an $n$-th order difference equation. The estimates of unknown parameters obtained at each step can be used for generation of a control signal.

UDC: 62-503.4

Received: 30.09.1975