Certainty Equivalence Implies Detectability
نویسندگان
چکیده
منابع مشابه
Certainty Equivalence Implies Detectability
It is shown that any stabilizing, certainty equivalence control used within an adaptive control system, causes the familiar interconnection of a controlled process and associated output estimator to be detectable through the estimator's output error e p , for every frozen value of the index or parameter vector p upon which both the estimator and controller dynamics depend. The fact that certain...
متن کاملCertainty equivalence implies detectability 1
It is shown that any stabilizing, certainty equivalence control used within an adaptive control system, causes the familiar interconnection of a controlled process and associated output estimator to be detectable through the estimator's output error ep, for every frozen value of the index or parameter vector p upon which both the estimator and controller dynamics depend. The fact that certainty...
متن کامل“ Certainty Equivalence ” and “ Model Uncertainty ”
Simon’s and Theil’s certainty equivalence property justifies a convenient algorithm for solving dynamic programming problems with quadratic objectives and linear transition laws: first, optimize under perfect foresight, then substitute optimal forecasts for unknown future values. A similar decomposition into separate optimization and forecasting steps prevails when a decision maker wants a deci...
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We consider a team problem, with two decision makers for simplicity, where the uncertainties are dealt with in a minimax fashion rather than in a stochastic framework. We do not assume that the players exchange information at any time. Thus new ideas are necessary to investigate that situation. In contrast with the classical literature we do not use necessary conditions, but investigate to what...
متن کامل“ Certainty Equivalence ” and “ Model Uncertainty ” Lars
Simon’s and Theil’s certainty equivalence property justifies a convenient algorithm for solving dynamic programming problems with quadratic objectives and linear transition laws: first, optimize under perfect foresight, then substitute optimal forecasts for unknown future values. A similar decomposition into separate optimization and forecasting steps prevails when a decision maker wants a deci...
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ژورنال
عنوان ژورنال: IFAC Proceedings Volumes
سال: 1998
ISSN: 1474-6670
DOI: 10.1016/s1474-6670(17)40408-3