Abstract
The stable control of an initially unknown, stochastically disturbed, unstable plant is presented. The recursive maximum likelihood method is used for the plant and disturbances models identification. From the estimated, unstable, plant characteristic polynomial is computed - by a simple contraction mapping - a stable polynomial which is assigned as the closed-loop characteristic polynomial. The parameters of the plant and disturbances models and the parameters of the regulator are computed using a single algorithm. Numerical results are shown.
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