Adaptive suboptimal control in the case of constrained noise

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This paper considers algorithms of adaptive suboptimal control that can be used in the general case. In the book by \textit{V. N. Fomin}, \textit{A. L. Fradkov} and \textit{V. A. Yakubovich} [Adaptive control of dynamical objects (1981; Zbl 0522.93002)], the proposed adaptive control scheme refers to minimum-phase plants and requires the knowledge of the optimum value of the performance functional which is, in general, dependent on the (unknown) plant parameters. Such assumptions are dropped in this paper. In the case of bounded noise-homogeneous functionals, the algorithm is applicable. The problem is solved without considering a set of estimates matched with the previous history of operation as done by \textit{V. M. Kuntsevich} and \textit{M. M. Lychak} [Avtom. Telemekh. 1979, No.1, 79-88 (1979; Zbl 0422.93059)], but the solution is different with respect to the nonlocal character of the performance functionals. The performance functional decreases with the decrease in the unknown noise level.











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