| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w0024 |
| 来源ID | Working Paper 0024 |
| Optimal Adaptive Control Methods for Structurally Varying Systems | |
| Alexander H. Sarris; Michael Athans | |
| 发表日期 | 1973-12-01 |
| 出版年 | 1973 |
| 语种 | 英语 |
| 摘要 | The problem of simultaneously identifying and controlling a time-varying, perfectly-observed linear system is posed. The parameters are assumed to obey a Markov structure and are estimated with a Kalman filter. The problem can be solved conceptually by dynamic programming, but even with a quadratic loss function the analytical computations cannot be carried out for more than one step because of the dual nature of the optimal control law. All approximations to the solution that have been proposed in the literature, and two approximations that are presented here for the first time are analyzed. They are classified into dual and non-dual methods. Analytical comparison is untractable; hence Monte Carlo simulations are used. A set of experiments is presented in which five non-dual methods are compared. The numerical results indicate a possible ordering among these approximations. |
| URL | https://www.nber.org/papers/w0024 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/557221 |
| 推荐引用方式 GB/T 7714 | Alexander H. Sarris,Michael Athans. Optimal Adaptive Control Methods for Structurally Varying Systems. 1973. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w0024.pdf（849KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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