Adaptive ultimately optimal control of linear stochastic object in correlated noise conditions

zbMath0507.93067MaRDI QIDQ1837667

S. A. Agafonov, Vladimir N. Fomin

Publication date: 1982

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

zbMATH Keywords

adaptive algorithmdifference object

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Synthesis problems (93B50) Stochastic approximation (62L20)

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