QUADRATIC OPTIMAL CONTROL OF DISTRIBUTED PARAMETER SYSTEMS WITH STOCHASTIC INPUTS,
Abstract
The report concerns the design of a quadratic optimal regulator for systems described by time-invariant linear partial differential equations with Gaussian white noise disturbance of the state and measurement. Point control at the boundary or interior points is treated as a special case of distributed control. Such a system is shown to separate into independent design of the best feedback controller and state estimator. Sufficient conditions are established in terms of solutions to a Hamilton-Jacobi equation which is solved by eigenfunction expansion of Hamilton-Jacobi canonical systems associated with controller and estimator Ricatti equations. A finite series representation of the state and co-state in terms of the low frequency eigenfunctions of the canonical systems is shown to provide an approximation to the optimal regulator. Examples are presented for controlling scalar diffusion processes in cases of distributed and point control and observation. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1970
- Accession Number
- AD0709710
Entities
People
- Merriman Staton Sholar
Organizations
- University of California, Los Angeles