Some comments on a simple nonlinear filter with application to adaptive control (Q1330531)
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scientific article; zbMATH DE number 609643
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some comments on a simple nonlinear filter with application to adaptive control |
scientific article; zbMATH DE number 609643 |
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Some comments on a simple nonlinear filter with application to adaptive control (English)
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28 May 1995
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The paper studies a Bayesian-adaptive, infinite horizon, stochastic control problem with unobservable drift. The problem leads to the asymptotic analysis of a one-dimensional nonlinear stochastic differential equation which allows to show the strong consistency of the drift estimator and to derive a self-optimizing control policy.
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nonlinear filtering
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adaptive control
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0.8930754
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0.87856174
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0.87609243
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0.87209076
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0.86843383
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0.86690736
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