OPTIMAL CONTROL WITH RANDOM LOAD,
Abstract
In the article is studied the problem of forming the manipulated variable of a controller under the condition of minimum of some index of quality of the controlled process. This index is determined by the functional, given on a limited section of the controlled motion. The considered system is subjected to a load, described as a Markov random of time function, and to interference. Optimal control is formed by measurement of realized values of the regulated quantity and the load. For a linear system carrying out a minimum of the quadratic functional, is given an obvious form of optimal control. The problem is solved by a method based on Lyapunov functions taking into account the principles of dynamic programming. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 24, 1964
- Accession Number
- AD0602403
Entities
People
- N. N. Krasovskii
Organizations
- National Air and Space Intelligence Center