Performance Analysis of Minimiz ation Variance Control on Stochastic Systems with Unknown Model
GAO Yun
YANG Hengzhan
QIAN Fucai
Abstract：The variance minimization control with the unknown parameters for stochastic systems is studied from the point of system identification .Firstly the unknown parameters are identified with recursive least squares approach to make the system with known parameters .Secondly ,a controller is designed with the variance minimization control .Finally ,Mat‐lab software is used to simulate the given example and the result shows that the method is simple and feasible .
Keywords：stochastic systemsminimization variance controlleast square
Publication Date：2016-01-01
Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)
Pages：5( 389-392,448 )