Some comments on a simple nonlinear filter with application to adaptive control (Q1330531)
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| Language | Label | Description | Also known as |
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| English | Some comments on a simple nonlinear filter with application to adaptive control |
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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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