FINITE-TIME SELF-OPTIMIZING SYSTEMS,

Abstract

A correlation method proposed earlier for the optimization of linear systems by altering parameters to reduce a mean-square error criterion is extended to the cases of transient operation, non-quadratic criteria and time varying systems. Stability analysis indicates that the open-loop self-optimizing system is stable regardless of the speed with which the parameters are altered. When parameters of a closed-loop system are permitted to vary rapidly with time, it is found that the problem becomes analogous to that of optimal terminal control, and its solution is a generalization of the methods of optimal programming. (Author)

Document Details

Document Type
Technical Report
Publication Date
Nov 13, 1963
Accession Number
AD0430094

Entities

People

  • K. S. Narendra
  • L. E. Mcbride Jr.

Organizations

  • Harvard University

Tags

DTIC Thesaurus Topics

  • Closed Loop Systems
  • Computer Programming
  • Linear Systems
  • Optimization
  • Terminals

Fields of Study

  • Engineering
  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.