Control of stochastic processes that proceeds in the limited area

Stochastic process control is considered in the paper. New types of processes (H-processes) are described. Input variables are stochastically related in H-processes. The problem of identification and control of H-processes are considered in detail. The modification of the nonparametric dual control algorithm is developed. The proposed algorithm is compared with the PID algorithm. Application of the proposed algorithm for controlling the H-process with several output variables is presented.