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This paper presents LQ control problem based on numerical computation with guaranteed accuracy.
In this paper we consider a sequential design for the estimation of nonlinear parameters of regression with guaranteed accuracy.
Although only a few classes of CME problems are known to have exact and computationally tractable analytical solutions, the recently proposed finite state projection (FSP) technique provides a systematic reduction of the CME with guaranteed accuracy bounds.
With today's knowledge, in the parlance used in this article, we would elevate the status of the latter two simulations to computations, because of the guaranteed accuracy with which each calculation reproduces the model.
A consequence of this guaranteed accuracy is that it allows assured interpretation of the results of the operation, the information obtained about a mathematical function, without reference to some real system.
In particular, we show that f∗ is an almost-optimal controller (in a worst-case sense), and we derive a guaranteed accuracy bound, which can be used to quantify the performance level of the DFK control system.
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