Strategy Space G: (enormous search space)
Known Optimal Solution g*: (optimal solution is
linear)
Plan:
This discussion also brings forth another important concept in OO, namely, the
Performance Density/Distribution Function (PDF). This is a plot of the sample
cumulative distribution of performances observed. We display in the next
slide the PDF of the LQG problem above sampled in the spaces
G5, G10, G25,
G50, G100. The control law with the best
observed performance in G10 and G100 are
also display along side. The results are very instructive.