Application of the conjugate system method for optimal parametric design of stochastic dynamic systems for final position control

Efficient numerical algorithms are proposed for computer design of linear stochastic dynamic systems for final position control. The algorithms use the method of inverse-conjugate systems with dimension reduction of the space of optimized parameters.Sevastopol' Instrument-Building Institute. Translated from Dinamicheskie Sistemy, No. 10, pp. 51–57, 1992.