Abstract
AbstractThe dual adaptive controls derived for a linear unknown drifting parameters plant from the Bellman equation in a semi-explicit form is analysed numerically in this paper. The probing signal generation mechanism is discussed and shown that the dual controls are dependent on certain (probing) function that drives the estimation process initially in full range of unknown parameters and then selectively with respect to the model inaccuracy. It improves the model most in this part where the model is most inaccurate (variation peak) if the drifting parameters are error-estimated compared to the average steady-state level of drift. The instantaneous cost is enhanced correspondingly in the most inaccurate part of the model and well indicates the inaccuracy of the model with respect to the past estimated trajectory.
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