Some Properties of the Dual Adaptive Stochastic Control Algorithm.

Abstract

The purpose of this paper is to compare analytically the properties of the suboptimal dual adaptive stochastic control algorithm when the plant dynamics contain multiplicative white noise parameters. A simple scalar example is used for this analysis. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1979
Accession Number
ADA078488

Entities

People

  • David A. Kendrick
  • Michael Athans
  • Pierre Dersin

Organizations

  • Massachusetts Institute of Technology

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Adaptive Control Systems
  • Algorithms
  • Closed Loop Systems
  • Computer Programming
  • Computer Programs
  • Control Systems
  • Covariance
  • Decomposition
  • Difference Equations
  • Dynamic Programming
  • Dynamics
  • Equations
  • Noise
  • Probability
  • Stochastic Control
  • White Noise

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.