Optimal Piecewise-Constant Control of Dynamic Systems with Applications to Kalman Filtering.

Abstract

The report presents the theory and applications of a suboptimal control algorithm for a general nonlinear control system. This suboptimal algorithm requires the optimal control to be piecewise constant. Necessary conditions are derived for both discrete-time and continuous-time systems. The application to Kalman filtering problems is specifically carried out to illustrate the theoretical results. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 02, 1972
Accession Number
AD0748183

Entities

People

  • Jong-Sen Lee

Organizations

  • United States Naval Research Laboratory

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Control Systems
  • Data Science
  • Estimators
  • Filtration
  • Information Science
  • Kalman Filtering
  • Mathematics
  • Sequential Monte Carlo Methods
  • Statistical Algorithms

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.