Title :
Discrete-time Bayesian adaptive control problems with complete observations
Author_Institution :
Dept. of Math., Kansas Univ., Lawrence, KS, USA
Abstract :
A nonlinear Bayesian stochastic adaptive control problem with finite horizon, discrete-time, and complete observations is studied. An algorithm based on a suitable approximation is used to find ∈-optimal controls for the original problem. The results obtained from the application of the algorithm and a comparison with an exact solution are given
Keywords :
Bayes methods; State estimation; adaptive control; discrete time systems; nonlinear control systems; optimal control; state estimation; stochastic systems; complete observations; exact solution; in -optimal controls; nonlinear Bayesian stochastic adaptive control; Adaptive control; Approximation algorithms; Bayesian methods; Cost function; Density functional theory; Equations; Mathematics; Optimal control; Random variables; Stochastic processes;
Conference_Titel :
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location :
Tucson, AZ
Print_ISBN :
0-7803-0872-7
DOI :
10.1109/CDC.1992.371319
