Stochastic Optimal Control with a Constrained Feedback Information Rate,

Abstract

In the report 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. This problem is treated using a combination of techniques from the calculus of variations and dynamic programming to obtain a set of recursive equations for determining the optimal control sequence and the optimal probability density functions describing the sensor. It is shown that the probability density functions obtained are not only necessary but sufficient for a solution. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1972
Accession Number
AD0755794

Entities

People

  • Russell Jean Lefevre

Organizations

  • University of California, Los Angeles

Tags

Communities of Interest

  • Sensors

DTIC Thesaurus Topics

  • Application Software
  • Calculus
  • Calculus Of Variations
  • Communication Channels
  • Computer Programming
  • Computer Programs
  • Digital Information
  • Dynamic Programming
  • Equations
  • Feedback
  • Mathematics
  • Probability
  • Probability Density Functions
  • Sequences

Readers

  • Mathematical Modeling and Probability Theory.
  • Operations Research
  • Robotics and Automation.