A stochastic approximation algorithm with input perturbation for identification of a static nonstationary discrete object. (English. Russian original) Zbl 0666.93118
Vestn. Leningr. Univ., Math. 21, No. 3, 56-58 (1988); translation from Vestn. Leningr. Univ., Ser. I 1988, No. 3, 92-93 (1988).
See the review in Zbl 0653.93063.
MSC:
| 93E12 | Identification in stochastic control theory |
| 62L20 | Stochastic approximation |
| 93C05 | Linear systems in control theory |
| 93C55 | Discrete-time control/observation systems |
| 93E25 | Computational methods in stochastic control (MSC2010) |
| 65N06 | Finite difference methods for boundary value problems involving PDEs |
