Geodesic
Control of stochastic processes that proceeds in the limited area
Žurnal Sibirskogo federalʹnogo universiteta. Matematika i fizika, Tome 13 (2020) no. 6, pp. 746-754.

Voir la notice de l'article provenant de la source Math-Net.Ru

Stochastic process control is considered in the paper. New types of processes (H-processes) are described. Input variables are stochastically related in H-processes. The problem of identification and control of H-processes are considered in detail. The modification of the nonparametric dual control algorithm is developed. The proposed algorithm is compared with the PID algorithm. Application of the proposed algorithm for controlling the H-process with several output variables is presented.
Keywords: nonparametric algorithms, H-prosesses, controlling. 
@article{JSFU_2020_13_6_a7,
     author = {Alexander V. Medvedev and Eugene D. Mikhov},
     title = {Control of stochastic processes that proceeds in the limited area},
     journal = {\v{Z}urnal Sibirskogo federalʹnogo universiteta. Matematika i fizika},
     pages = {746--754},
     publisher = {mathdoc},
     volume = {13},
     number = {6},
     year = {2020},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/JSFU_2020_13_6_a7/}
}
TY  - JOUR
AU  - Alexander V. Medvedev
AU  - Eugene D. Mikhov
TI  - Control of stochastic processes that proceeds in the limited area
JO  - Žurnal Sibirskogo federalʹnogo universiteta. Matematika i fizika
PY  - 2020
SP  - 746
EP  - 754
VL  - 13
IS  - 6
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/JSFU_2020_13_6_a7/
LA  - en
ID  - JSFU_2020_13_6_a7
ER  - 
%0 Journal Article
%A Alexander V. Medvedev
%A Eugene D. Mikhov
%T Control of stochastic processes that proceeds in the limited area
%J Žurnal Sibirskogo federalʹnogo universiteta. Matematika i fizika
%D 2020
%P 746-754
%V 13
%N 6
%I mathdoc
%U http://geodesic.mathdoc.fr/item/JSFU_2020_13_6_a7/
%G en
%F JSFU_2020_13_6_a7
Alexander V. Medvedev; Eugene D. Mikhov. Control of stochastic processes that proceeds in the limited area. Žurnal Sibirskogo federalʹnogo universiteta. Matematika i fizika, Tome 13 (2020) no. 6, pp. 746-754. http://geodesic.mathdoc.fr/item/JSFU_2020_13_6_a7/

[1] A.V. Medvedev, Nonparametric adaptation systems, Nauka, Novosibirsk, 1983 (in Russian) | MR

[2] A.A. Feldbaum, Fundamentals of the theory of optimal automatic systems, Fizmatgiz, M., 1963 (in Russian) | MR

[3] A. Medvedev, “Theory of nonparametric systems. Modeling”, Bulletin of SibSAU, 30:4 (2010), 4–9 (in Russian) | MR

[4] P. Eykhoff, Fundamentals of identification of control systems, Mir, M., 1975