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Asymptotically efficient adaptive control algorithm for multivariate linear plants

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Publication:1333729
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zbMath0813.93072MaRDI QIDQ1333729

Alexander Nazin

Publication date: 5 October 1994

Published in: Automation and Remote Control (Search for Journal in Brave)


zbMATH Keywords

asymptotic efficiencyrecursive estimationstochastic approximation algorithmrandom disturbancesweighted averagingadaptive control algorithmmultivariate linear stochastic plants


Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Least squares and related methods for stochastic control systems (93E24) Adaptive or robust stabilization (93D21) Stochastic learning and adaptive control (93E35)


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