Stochastic Adaptive Control and Estimation Enhancement.

Abstract

This report presents the results of the investigations conducted over a period of four years on control algorithms designed for stochastic systems. The main feature of these algorithms is that these account for: 1) the current uncertainty in the system; and 2) the anticipated future uncertainty in the system, which is in general control-dependent. The first feature leads to the control to have the cautious property in order to minimize the effect of the current uncertainties of the system's performance. The second feature allows the control to affect in addition to the system's state also the system's uncertainty. Such a controller is called dual controller because, by taking advantage of its dual effect has the capability of reducing the future uncertainties. These uncertainties can pertain to the system's state or its unknown parameters. Both continuous-valued and discrete-valued uncertainties have been considered.

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Document Details

Document Type
Technical Report
Publication Date
Mar 19, 1985
Accession Number
ADA159053

Entities

People

  • Y. Bar-shalom

Organizations

  • University of Connecticut

Tags

Communities of Interest

  • Materials and Manufacturing Processes
  • Space
  • Weapons Technologies

DTIC Thesaurus Topics

  • Aircrafts
  • Algorithms
  • Computational Science
  • Computer Programs
  • Control Systems
  • Equations
  • Guidance
  • Information Science
  • Kalman Filters
  • Linear Systems
  • Monte Carlo Method
  • Multiple Input Multiple Output
  • Probability
  • Random Variables
  • Statistical Analysis
  • Stochastic Control
  • Stochastic Processes

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Systems Analysis and Design