时变系统的贝叶斯自适应控制

Baysian Adaptive Control of Time change systems

研究线性随机系统的控制问题。首先说明一般的参数变化平均小的条件具有很强的限制性，然后在更一般的条件下给出一类时变系统的自适应控制，最后证明控制系统稳定。

The control problem of linear stochastic systems is considered in this paper.Firstly, it states that a general condition for small average of parameter variation is of very strong limitation; then an adaptive contro of a class of the time chamge systems is given under a more general condition and Finally, the stability of the control systems is proved.