Optimal Incomplete Feedback Control of Linear Stochastic Systems.
Abstract
The problem of incomplete feedback control of stochastic linear systems is considered. The system is modeled by an uncertain parameter linear differential equation driven by Gaussian white noise and an incomplete observation which is a linear transformation of the states. The optimal control is the linear transformation which minimizes the expected value of a quadratic performance index. For both the finite and infinite time problems, necessary conditions that the optimal control law must satisfy are derived. Time varying and constant gains are considered for the finite time problem. For the infinite time problem only time invariant gains are considered. The gradient derived for the infinite time problem is applied to a flight control design problem. This problem concerns finding feedback gains to improve the lateral handling qualities of an F-4 at two different flight conditions. The resulting control laws give quite adequate aircraft handling qualities for the aircraft at both flight conditions. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1973
- Accession Number
- AD0766878
Entities
People
- Robert E. Heath Ii
Organizations
- Air Force Institute of Technology