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
Link To Document :
