Control Theory with Applications to Naval Hydrodynamics: The First David W. Taylor Lectures -- April 1972
Abstract
The lectures present an introduction to modern control theory. Calculus of variations is used to study the problem of determining the optimal control for a deterministic system without constraints and for one with constraints. The method of dynamic programming is also used to solve the unconstrained control problem. Stochastic systems are introduced, and the Kalman-Bucy filter is derived.
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1975
- Accession Number
- ADA025702
Entities
People
- Reinier Timman