Asymptotically Optimal Adaptive Control.

Abstract

By means of augmenting the state vector, a stochastic optimal control problem, which is of the standard multivariate linear-quadratic-Gaussian type except for a relatively small degree of uncertainty in some of its parameters, is reformulated as a nonlinear stochastic optimal control problem with known parameters, certain of which are small. A perturbation analysis is used to derive an approximation of the optimal control law which is formally accurate to second order in these small parameters. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1984
Accession Number
ADA145666

Entities

People

  • W. W. Willman

Organizations

  • Naval Air Weapons Station China Lake

Tags

Communities of Interest

  • Weapons Technologies

DTIC Thesaurus Topics

  • Computations
  • Differential Equations
  • Dynamic Programming
  • Equations
  • Guidance
  • Homing
  • Line Of Sight
  • Mathematical Filters
  • Midcourse Guidance
  • Navigation
  • Normal Distribution
  • Probability
  • Proportional Navigation
  • Random Variables
  • Statistics
  • Time Intervals
  • Two Dimensional

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.