DocumentCode
855616
Title
Proof of quasi-adaptivity for the m-measurement feedback class of stochastic control policies
Author
Bayard, David S.
Author_Institution
California Institute of Technology, Pasadena, CA, USA
Volume
32
Issue
5
fYear
1987
fDate
5/1/1987 12:00:00 AM
Firstpage
447
Lastpage
451
Abstract
It is shown that the
-measurement feedback (mM) policy for nonlinear stochastic control, performs as well or better than the open-loop optimal policy and hence becomes one of only a few suboptimal policies presently known to be quasi-adaptive in the sense of Witsenhausen.
-measurement feedback (mM) policy for nonlinear stochastic control, performs as well or better than the open-loop optimal policy and hence becomes one of only a few suboptimal policies presently known to be quasi-adaptive in the sense of Witsenhausen.Keywords
Adaptive control, nonlinear systems; Nonlinear systems, stochastic; Stochastic optimal control, nonlinear systems; Stochastic systems, nonlinear; Suboptimal control, nonlinear systems; Control systems; Convergence; Feedback; Parameter estimation; Polynomials; Sampling methods; Stochastic processes; Taylor series; Time varying systems; White noise;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1987.1104610
Filename
1104610
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