Optimal Adaptive Control Methods for Structurally Varying Systems
收藏NBER1973-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w0024
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资源简介：
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
提供机构：
美国国家经济研究局
创建时间：
1973-12-01
