A two-level system of stochastic automata for periodic random environments

Abstract

A class of nonstationary environments with unknown but periodically changing probabilistic characteristics is considered. It is proposed to optimize the performance in an environment from this class by using a two-level system of variable-structure stochastic automata. The first level estimates the unknown period while the second level operates suitably in the environment for one cycle assuming that this estimate is the true period of the environment. The average output of the environment in this cycle is used as the input to the first level to determine the next estimate of the period. The optimal performance of this two-level system of automata in periodic random environments is demonstrated through computer simulations.