Hybrid Simulation of an Optimal Stochastic Control System

Abstract

By means of studying a particular system it is shown that a controller optimized on a deterministic basis can be considerably inferior to one optimized by explicitly including system uncertainties and disturbances. Hybrid computation techniques as they apply to simulating stochastic control systems are discussed. The model equations are formulated in continuous-time and the analog computer assumes the major burden of the simulation workload. This study together with the one reported elsewhere serve to illustrate how the high-speed capabilities of hybrid computers can be effectively employed in the design by simulation of stochastic control systems.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1970
Accession Number
AD0714613

Entities

People

  • Edgar C. Tacker
  • Thomas D. Linton

Organizations

  • Louisiana State University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Analog Computers
  • Computational Science
  • Computations
  • Computers
  • Control Systems
  • Digital Computers
  • Engineering
  • Equations
  • Filtration
  • Hybrid Computers
  • Kalman Filters
  • Mathematical Filters
  • Mathematical Models
  • Probability
  • Simulations
  • Stochastic Control
  • Stochastic Processes

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Systems Analysis and Design