A correlation method proposed earlier for the optimization of linear systems by altering parameters to reduce a mean-square error criterion is extended to the cases of transient operation, non-quadratic criteria and time varying systems.nStability analysis indicates that the open-loop self-optimizing system is stable regardless of the speed with which the parameters are altered. When parameters of a closed-loop system are permitted to vary rapidly with time, it is found that the problem becomes analogous to that of optimal terminal control, and its solution is a generalization of the methods of optimal programming.
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