RNA catalysis and the origins of life.
摘要：
The optimality of certain adaptive control laws for partially observed linear stochastic systems with unknown parameters and with averaged quadratic-loss functions of the state and control values is demonstrated. First, an explicit formula for the loss function [GRAPHIC] in terms of system parameters, control actions, and the solution of the Riccati equation is given; then the optimal value for this loss function and an associated set of optimal controls are derived using certain stability, observability, and controllability conditions on the system. Second, assuming strongly consistent parameter estimates are available and that the noise part of the system is minimum-phase, an adaptive control law is presented that with arbitrarily high probability achieves a loss arbitrarily close to the optimum.
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DOI：
10.1016/S0022-5193(86)80149-7
被引量：
年份：
1986
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