• 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 m -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