Sensitivity adaptive feedback with estimation redistribution

A stochastic adaptive control problem that incorporates estimation cost considerations is formulated. A sensitivity, index is introduced to represent the total estimation cost. The effort the control must expend on estimation is redistributed according to the accuracy required to achieve a given control objective. The effect of the control on the sensitivity functions and the weighting in the sensitivity index are used to influence the future uncertainties of the system. A dynamic feedback-control algorithm with duality properties is proposed. The control and the sensitivity-weighting matrix are designed such that the control objective function is minimized, subject to an upper bound in the total estimation cost. This control is called Sensitivity Adaptive Feedback with Estimation Redistribution (SAFER) control.