OPTIMAL POLICIES FOR IDENTIFICATION OF STOCHASTIC LINEAR-SYSTEMS

被引:10
作者
LOPEZTOLEDO, AA
ATHANS, M
机构
[1] BROWN UNIV,CTR DYNAM SYST,DIV APPL MATH,PROVIDENCE,RI 02912
[2] MIT,DEPT ELECT ENGN,CAMBRIDGE,MA 02139
关键词
D O I
10.1109/TAC.1975.1101107
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
引用
收藏
页码:754 / 765
页数:12
相关论文
共 31 条
[1]   ON INPUT SIGNAL SYNTHESIS IN PARAMETER IDENTIFICATION [J].
AOKI, M ;
STALEY, RM .
AUTOMATICA, 1970, 6 (03) :431-&
[2]  
Aoki M., 1967, OPTIMIZATION STOCHAS
[3]  
ASTROM K, 1961, AUTOMATICA, V7, P123
[4]   PROBLEMS OF IDENTIFICATION AND CONTROL [J].
ASTROM, KJ ;
WITTENMARK, B .
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1971, 34 (01) :90-+
[5]   SELF TUNING REGULATORS [J].
ASTROM, KJ ;
WITTENMARK, B .
AUTOMATICA, 1973, 9 (02) :185-199
[6]  
ATHANS M, 1975, ADV SYSTEM IDENTIFIC
[7]  
ATHANS M, 1970, ANN ECON SOC MEAS, V3
[8]  
ATHANS M, 1973, 2ND WORKSH STOCH CON
[9]   DUAL EFFECT, CERTAINTY EQUIVALENCE, AND SEPARATION IN STOCHASTIC CONTROL [J].
BARSHALOM, Y ;
TSE, E .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (05) :494-500
[10]  
BOX GEP, 1972, 309 U WISC DEP STAT