Locally-Optimal Adaptive Control of a Linear Stochastic Object with a Nonmeasurable State

摘要

The solution of a control problem in which the output of a linear dynamic noisy object tracks a specified standard trajectory by locally-optimal control laws that are realized without an explicit use of a filter is studied. Adaptive control laws are synthesized on the basis of these control laws and of identification by the least squares method when the object parameters are unknown.