Techniques for Modeling Stochastics Dynamical Systems.

Abstract

This report summarizes the principle research findings on 30 published papers and 3 Ph.D. theses completed with partial support of the Army Research Office. Nonlinear stochastic systems arise in various areas of engineering including communications, vibrations and control. Under the grant and contract referenced above the author undertook to produce rich class models which were, at the same time, analytically tractable. He studied these questions with respect to computing the statistical properties of solutions and with respect to finding sufficient statistics for nonlinear estimation problems. Also investigated were the specific questions which arise in an attempt to adaptively control systems via system identification and subsequent control.

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Document Details

Document Type
Technical Report
Publication Date
May 26, 1983
Accession Number
ADA129674

Entities

People

  • R. W. Brockett

Organizations

  • Harvard University

Tags

Communities of Interest

  • Human Systems

DTIC Thesaurus Topics

  • Applied Mathematics
  • Closed Loop Systems
  • Control Systems
  • Control Theory
  • Differential Equations
  • Differential Geometry
  • Equations
  • Feedback
  • Geometry
  • Information Science
  • Linear Differential Equations
  • Linear Systems
  • Mathematics
  • Military Research
  • Nonlinear Systems
  • Riccati Equation
  • Statistics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Technical Research and Report Writing.