Information-theoretic lower bounds in a nonparametric problem of adaptive control
type: Item
instance of: scholarly article
title: Information-theoretic lower bounds in a nonparametric problem of adaptive control
zbMATH Open document ID: 0979.93063
published in: Doklady Mathematics
publication date: 2001-01-28T00:00:00Z
review text: The authors consider a control problem governed by a nonlinear difference equation with a random unobservable perturbation \[ y_n= -g(y_{n-1})+ u_{n-1}+ \xi_n,\quad n= 1,2,\dots\;. \] Here \(u_n\) is a control, \(\xi_n\) is a random unobservable perturbation, \(E(\xi_n)= 0\), \(E(\xi^2_n)= \sigma^2> 0\), \(g\) a real-valued measurable function with certain properties. The objective is to design a control \(u_n\) to ensure the minimum possible output variable \(y_n\).
Mathematics Subject Classification ID: 93C40
zbMATH DE Number: 1557396
zbMATH Keywords: adaptive control
zbMATH Keywords: random perturbation
author: Alexander Nazin
author: Anatoli Juditsky
reviewed by: Negash G. Medhin
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1557396