%0 Journal Article %A Zyelyk, Yarema I. %D 2000 %I Begell House %K extremal problem, control algorithm, feedback, matrix minimization, matrix extremal, Lyapunov function. %N 10 %P 35-45 %R 10.1615/JAutomatInfScien.v32.i10.50 %T Convergence of a Matrix Gradient Control Algorithm with Feedback Under Constraints %U https://www.dl.begellhouse.com/journals/2b6239406278e43e,0a885c2067c467b0,20fc708166c8a6fe.html %V 32 %X A matrix stochastic regularizing controlling algorithm with feedback for solution of an ill-posed extremum problem is proposed. This algorithm is applicable to a linear control object of arbitrary finite dimension in the presence of additive multidimensional uncorrelated noise under non-stochastic constraints on the unknown matrix of the object's parameters and matrix inputs. The classes of controlled objects and non-controlled disturbances for which the algorithm converges in asymptotic to the fixed point of the algorithm-generating mapping with probability unity, are established. %8 2000-10-01