We propose a novel adaptive optimal control paradigm inspired by Hebbian co
variance synaptic adaptation, a preeminent model of learning and memory as
well as other malleable functions in the brain. The adaptation is driven by
the spontaneous fluctuations in the system input and output, the covarianc
e of which provides useful information about the changes in the system beha
vior. The control structure represents a novel form of associative reinforc
ement learning in which the reinforcement signal is implicitly given by the
covariance of the input-output (I/O) signals. Theoretical foundations for
the paradigm are derived using Lyapunov theory and are verified by means of
computer simulations. The learning algorithm is applicable to a general cl
ass of nonlinear adaptive control problems, This on-line direct adaptive co
ntrol method benefits from a computationally straightforward design, proof
of convergence, no need for complete system identification, robustness to n
oise and uncertainties, and the ability to optimize a general performance c
riterion in terms of system states and control signals. These attractive pr
operties of Hebbian feedback covariance learning control lend themselves to
future investigations into the computational functions of synaptic plastic
ity in biological neurons.