Self-adjusting controllers for linear systems with correlated disturbances

DOI10.1016/0016-0032(67)90229-3zbMath0207.46706OpenAlexW2063183299MaRDI QIDQ2543274

Yanyan Li

Publication date: 1967

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(67)90229-3

zbMATH Keywords

dynamic programmingprediction problemoptimum control problemWiener-Masani predictor

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal feedback synthesis (49N35) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35) Model systems in control theory (93C99)

Cites Work

• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
• An empirical Bayes approach to adaptive control
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