On Stochastic System Control With Unknown Parameters and Uncertain Statistical Characteristics of Disturbances

Abstract The paper studies a control problem of continuous stochastic objects for an a priori uncertainty consisting in the absence of adequate mathematical models and in the ignorance of object parameter values or of the law of their variation. A class of regulators stabilizing the control objects is synthesized for the case when the disturbance is a sum of a stationary random process and a non-stationary process with unknown random values of parameters.