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On steady state minimum variance control strategy. (English) Zbl 0256.93070


MSC:

93E20 Optimal stochastic control
93E15 Stochastic stability in control theory
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References:

[1] Åström K. J.: Introduction to stochastic control theory. Academic Press, N.Y. 1970.
[2] Strejc V.: Příspěvek k teorii syntézy číslicové regulace při kompenzaci náhodné poruchy. (Contribution to the theory of digital regulation synthesis for compensation of random disturbances). In Problémy kybernetiky, NČSAV, Prague 1965.
[3] Цыпкин Я. 3.: Теория линейных импульсных систем. (Theory of linear sampled-data systems). Физматгиз, Москва 1963. · Zbl 1145.93303
[4] Chang S. L.: Synthesis of optimum control systems. McGraw-Hill, N.Y. 1961.
[5] Волгин Л. Н.: Статистический расчет дискретных автоматических систем. (Statistical design of discrete automatic systems). Известия АН ССР, Энергетика и автоматика (1960), 4. · Zbl 1004.90500 · doi:10.1287/mnsc.6.4.423
[6] Meditch J. S.: Stochastic Optimal Linear Estimation and Control. McGraw-Hill, N.Y. 1969. · Zbl 0225.93045
[7] Гихман И. И., Скороход А. В.: Введение в теорию случайных процессов. (Introduction to the theory of random processes). Изд. Наука, Москва 1965 (see also · Zbl 1099.01519
[8] Krýže J., Fořtová A., Peterka V.: Numerické řešení Wienerovy-Hopfovy rovnice při identitifikaci regulovaných soustav. (Numerical solution of Wiener-Hopf equation in system identification). Kybernetika 2 (1966), 4.
[9] Peterka V., Halousková A.: Tally estimate of Åström model for stochastic systems. Identication and Process Parameter Estimation, 2nd Prague IFAC Symposium, paper 2.3.
[10] Nekolný J.: Numerická interpolace a náhrada analytických funkcí. (Numerical interpolation and approximation of analytic functions). Report No 357, ÚTIA ČSAV, Prague 1971.
[11] Záruba M.: Algoritmizace syntézy číslicové regulace stacionárních stochastických soustav. (Algorithmization of digital regulation synthesis for stationary stochastic systems). Report No 386, ÚTIA ČSAV, Prague 1971.
[12] Peterka V., Ullrich M.: Matematické modelování stochastických soustav. (Mathematical modelling of stochastic systems). Proceedings of the symposium ”Cybernetical Aspects of Identification”, Slovak Cybernetical Society, Vysoké Tatry, 1971.
[13] Åström K. J., Bohlin T.: Numerical identification of linear dynamic system from normal operating records. P. H. Hammond (ed.); Theory of self-adaptive control systems, Plenum-Press, N.Y. 1966, 94-111.
[14] Åström K. J.: Control Problems in Papermaking. Proc. IBM Sci. Comput. Symp. Control Theory and Appl. 1964.
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