On the Adaptive Control of Linear Systems Using the Open-Loop-Feedback-Optimal Approach,

Abstract

The paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with unknown or stochasticallt varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal (O.L.F.O.) method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first order systems are presented. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1972
Accession Number
AD0746041

Entities

People

  • Michael Athans
  • Richard Ku

Organizations

  • Massachusetts Institute of Technology

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Estimators
  • Feedback
  • Filters
  • Kalman Filters
  • Linear Systems
  • Mathematical Filters
  • Mathematics
  • Statistical Algorithms
  • Stochastic Control

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.