Stochastic Optimal Control with a Constrained Feedback Information Rate,

Abstract

In the paper the stochastic optimal problem is considered for the case where the exact relationship between the observables and the state of the plant is unknown. Instead of assuming a known sensor structure, it is assumed that the unknown sensor is modeled as a communication channel which transmits information about the state to the controller at a fixed given information rate (in the Shannon sense). This leads to a double minimization problem over the set of admissible controls and the set of admissible conditional probability density functions describing the sensor. (Author)

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1972
Accession Number
AD0737365

Entities

People

  • Edwin B. Stear
  • Russell J. Levre

Organizations

  • University of California, Santa Barbara

Tags

Communities of Interest

  • Sensors

DTIC Thesaurus Topics

  • Abstracts
  • Communication Channels
  • Cooperation
  • Data Science
  • Feedback
  • Information Science
  • Mathematics
  • Probability
  • Probability Density Functions
  • Random Variables

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.