CASE STUDIES OF OPTIMUM FILTER-CONTROLLER DESIGN IN SAMPLED DATA SYSTEMS.
Abstract
An investigator is made of the problem of estimating and predicting the states of a linear, discrete, time-invariant, dynamic process which is excited by Gaussian noise and where the observable states are disturbed by Gaussian measurement noise. The concepts of optimum filter design, are utilized. Also the loop has been closed on two illustrative examples by determining the optimal control for the plant as a function of the plant's state variables. Here the concepts of a cost performance index and dynamic programming are employed. The CDC 1604 digital computer, using Fortran 60 programming is utilized in the solution of the optimum filter-controller design.
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1966
- Accession Number
- AD0483584
Entities
People
- George Christ Skezas
- John Coleman Mcmichael
Organizations
- Naval Postgraduate School