Title :
Stochastic complexity, selftuning and optimality
Author :
Gerencsér, László ; Van Schuppen, Jan H. ; Rissanen, Jorma ; Vágó, Zsuzsanna
Author_Institution :
Comput. & Autom. Inst., Acad. of Sci., Budapest, Hungary
Abstract :
The effect of parameter uncertainty on control performance is considered in the case of a minimum-variance selftuning regulator using the theory of stochastic complexity
Keywords :
computational complexity; linear systems; self-adjusting systems; stochastic systems; minimum-variance selftuning regulator; optimality; stochastic complexity; Adaptive control; Inference algorithms; Mathematics; Performance analysis; Petroleum; Recursive estimation; Regulators; Stability; Stochastic processes; Tellurium;
Conference_Titel :
Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
Conference_Location :
Lake Buena Vista, FL
Print_ISBN :
0-7803-1968-0
DOI :
10.1109/CDC.1994.410969
