id: 01518025
dt: j
an: 01518025
au: Chen, Kani; Hu, Inchi
ti: On consistency of Bayes estimates in a certainty equivalence adaptive
    system.
so: IEEE Trans. Autom. Control 43, No.7, 943-947 (1998).
py: 1998
pu: Institute of Electrical and Electronics Engineers (IEEE), New York, NY
la: EN
cc: 
ut: adaptive control; martingale; stochastic regression mode
ci: 
li: doi:10.1109/9.701093
ab: Summary: The authors analyze a control problem with data generated by the
    linear regression model where intercept and slope coefficients are
    unknown. They propose a certainty equivalence control rule based on
    Bayes estimates of the intercept and slope coefficients. It is shown
    that the control rule converges to the optimal control rule, which
    requires complete knowledge of intercept and slope coefficients.
    Furthermore, under the proposed control rule, if the total control cost
    tends to infinity, they show that the Bayes estimates for slope and
    intercept are consistent.
rv: