Optimal, Probing, Adaptive Control of a Simple Bayesian System†
- 1 August 1962
- journal article
- research article
- Published by Taylor & Francis in Journal of Electronics and Control
- Vol. 13 (2) , 165-177
- https://doi.org/10.1080/00207216208937430
Abstract
A simple regulator having an unknown gain in the control path is considered. Information on the unknown gain can be obtained only by using the control as a probe. An optimal estimation procedure is developed using sufficient statistics. The optimal control was computed by Bellman's method of dynamic programming using a function space approximation. Numerical results for the value of stationary control are given. The results were computed on a machine having a 1000 word working store.Keywords
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