Parallel Estimation and Control for Nonlinear Air Force Systems.
Abstract
The report represents the results of a one-year study supported by the Air Force Office of Scientific Research on the development of parallel algorithms for nonlinear estimation problems and dual control methods for stochastic nonlinear control systems. The report is divided into two parts. Part 1 describes parallel filtering algorithms for nonlinear systems with unknown parameters and/or state dependent process and observation noises. It also contains an example study on the relative tradeoff between complexity and system performance. The problem of static state estimation when the state dimension is very large is also considered in part 1. Part 2 is concerned with dual control theory. A dual control method for nonlinear stochastic systems with free-end time is developed and applied to an example problem. Studies on the intrinsic characteristics of dual control are carried out, classes of problems are specified where dual control is not required for optimum performance. These concepts are then applied to a class of resource allocation problems. (Modified author abstract)
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1974
- Accession Number
- AD0778500
Entities
People
- Edison Tse
- Robert E. Larson
- Yaakov Bar-Shalom