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 |