MARTINGALES APPLIED TO CONTROL THEORY

YUAN Zhendong. MARTINGALES APPLIED TO CONTROL THEORY[J]. INFORMATION AND CONTROL, 1989, 18(4): 33-36.

Citation:

YUAN Zhendong. MARTINGALES APPLIED TO CONTROL THEORY[J]. INFORMATION AND CONTROL, 1989, 18(4): 33-36.

Citation:

YUAN Zhendong. MARTINGALES APPLIED TO CONTROL THEORY[J]. INFORMATION AND CONTROL, 1989, 18(4): 33-36.

Abstract

The application of Martingale theory and stochastic analysis to control theory is introduced in this paper.It is used to analyse asymptotic properties of system identification adaptive control,filtering,optimal controlproblems and so on.The Martingale is a powerful tool in modern control theory research.

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