Control of uncertain processes: applied theory and algorithms
V. Peterka · Czech digital mathematics library · 1986
Some advances in digital control of continuous linear stochastic processes with unknown parameters are reported.The theory is developed with emphasis on algorithmic and numerical aspects.Stochastic input-output models of AR.MA form, contingently multivariate and with time delay, are used to represent the process to be controlled but, for numerical reasons in cases of fast sampling rates, also the theoretically equivalent Delta models are considered in parallel.PASCAL procedures, suitable for real time computation and microprocessor implementation, are given for the main resulting algorithms.