Sensitivity Approach to the Dual Control Problem.

Abstract : A stochastic adaptive control problem that incorporates estimation cost considerations is formulated. A sensitivity index is introduced to represent the estimation cost. The control effort on estimation is distributed according to the accuracy required to achieve a given control objective when there is a bound on the estimation cost. The effect of the control on the sensitivity functions is used to influence the future uncertainties of the system. A dynamic feedback control algorithm is proposed that explicitly takes into account the accuracy of estimation and distributes the estimation effort in an optimal fashion. (Author)