scientific article; zbMATH DE number 4043740

MaRDI QIDQ3780868zbMATH OpenFDO

Authors Hanfu Chen, Lei Guo

Publication date 1987

zbMATH Keywords

multidimensional discrete-time stochastic systemsoptimal adaptive controlparameter estimationquadratic coststochastic gradient algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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• Optimal control of unknown discrete-time linear systems with additive noise
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