artykuł
Uciński, Dariusz - red.
Biblioteka Uniwersytetu Zielonogórskiego
Świerniak, Andrzej
In this paper the adaptive control problem for a continuous infinite time-varying stochastic control system with jumps in parameters and quadratic cost is investigated. It is assumed that the unknown coefficients of the system have limits as time tends to infinity and the boundary system is absolutely observable and stabilizable. Under these assumptions it is shown that the optimal value of the quadratic cost can be reached based only on the values of these limits, which, in turn, can be estimated through strongly consistent estimators.
2005
eng
adaptive control
AMCS, volume 15, number 1 (2005)
On adaptive control for the continuous time-varying JLQG problem
Korbicz, Józef - red.
JLQG problem
2005
Czornik, Adam
time varying systems
Zielona Góra: Uniwersytet Zielonogórski