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Nauka, Moscow. L. ( I 961). ” McGraw-Hill, New York. A. (1965). ” Academic Press, New York. R. (1959). “ T h e Theory of Matrices,” 2 Vols. Chelsea, New York. V. (1962). ” Chelsea, New York. S. (1961). ” Gosenergoizdat, Moscow. R. (1956). ” Tokyo. W. (1960). ” Pergamon Press, New York. Kalman, R. (1961). On the general theory of optimal control, “Proceedings of the First IFAC, Automatic and Remote Control,” Vol. 1, pp. 481-492. Butterworths, London. Kalman, R. (1964). When is a linear control system optimal?

Academic Press, New York. R. (1959). “ T h e Theory of Matrices,” 2 Vols. Chelsea, New York. V. (1962). ” Chelsea, New York. S. (1961). ” Gosenergoizdat, Moscow. R. (1956). ” Tokyo. W. (1960). ” Pergamon Press, New York. Kalman, R. (1961). On the general theory of optimal control, “Proceedings of the First IFAC, Automatic and Remote Control,” Vol. 1, pp. 481-492. Butterworths, London. Kalman, R. (1964). When is a linear control system optimal? Trans. A S M E 86D. A. (1963). ” Fizmatgiz, Moscow.

The reader will probably not have any difficulties in obtaining the corresponding continuous search algorithms of adaptation. 14 Methods of Random Search In all regular iterative methods of search for the minima of J ( c ) , the current estimate c[n] of the parameter c is based on a step which is uniquely determined either by the value of the gradient V J ( c ) for c = c [ n ] ,or by the value of the function J ( c ) alone. In the methods of random search, a transition from c[n - I ] to c[n] is based on a random step yk, where 6 is the unit random vector which is uniformly distributed in an n-dimensional unit sphere and y is the length of the step.

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