SOLUTION OF THE OPTIMAL CONTROL PROBLEM WHERE THE PLANT CONTAINS RANDOM PARAMETERS WITH KNOWN STATISTICS.

Abstract

The purpose of this thesis is to obtain the optimal open-loop control for plants that contain random parameters, using the expected value of a quadratic cost functional as the performance index. The basic assumption is that the plant parameters are time-invariant independent random variables with known probability density functions. Solutions to five examples are obtained using two methods: the first is an analytic method employing an extension of S.S.L. Chang's frequency domain techniques; the second is a computational method employing a gradient algorithm. Use is made of the Fredholm integral equation to determine whether solutions obtained are optimal. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1968
Accession Number
AD0838879

Entities

People

  • Edward H. Thrush
  • George K. Wright

Organizations

  • Air Force Institute of Technology

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computational Science
  • Data Science
  • Equations
  • Frequency
  • Frequency Domain
  • Information Science
  • Integral Equations
  • Mathematical Analysis
  • Probability
  • Probability Density Functions
  • Random Variables
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Control Systems Engineering.
  • Statistical inference.