| Autor: |
R. N. Lobbia, G. N. Saridis |
| Rok vydání: |
1973 |
| Předmět: |
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| Zdroj: |
Journal of Cybernetics. 3:40-59 |
| ISSN: |
0022-0280 |
| DOI: |
10.1080/01969727308546040 |
| Popis: |
This paper considers the problem of simultaneous identification and control of stochastic processes characterized by linear dynamic models with unknown systems parameter coefficients. Stochastic approximation is used to derive consistent identification algorithms for the case in which arbitrary feedback controls are present. These identification methods can also be used for determining the order of the system, if the latter is unknown, as well as the exact canonical structure for the multivariable case. An approximation to the optimal control solution is obtained by explicitly separating the functions of identification and control, and asymptotic convergence to a stochastic optimal controller is attained without on-line structural modification. |
| Databáze: |
OpenAIRE |
| Externí odkaz: |
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