Optimal Control Law Phenomena in Certain Adaptive Second-Order Observation Systems

Abstract

By augmenting the state vector, a certain type of adaptive optimal control problem, which is of the standard multivariate 'linear-quadratic- Gaussian' form except for a relatively small degree of uncertainty in some of its parameters, is formulated as a nonlinear stochastic optimal control problem with known parameters, some of which are small.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1989
Accession Number
ADA224274

Entities

People

  • Warren W. Willman

Organizations

  • Naval Air Weapons Station China Lake

Tags

Communities of Interest

  • Weapons Technologies

DTIC Thesaurus Topics

  • Accuracy
  • Automatic Pilots
  • Covariance
  • Differential Equations
  • Dynamic Pressure
  • Equations
  • Estimators
  • Kalman Filters
  • Measurement
  • Notation
  • Optimization
  • Perturbations
  • Probability
  • Probability Distributions
  • Random Variables
  • Standards
  • Statistical Analysis

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.