A Computer Algorithm for Suboptimal Adaptive Control

A computer algorithm, based on a new approach to suboptimal adaptive control, is presented. The algorithm is particularly suitable for on-line computer control of dynamic systems with partial information about their model. Lack of information about system models could be due to unknown system parameters and stochastic effects. The new suboptimal adaptive control approach preserves the dual nature of the optimal control. Simulation results are given to show quantitatively the power in addition to the simplicity of that new approach.