Characteristics, Nonlinearity of Statistical Control and Relations with Dynamic Game Theory

Abstract

The PI was awarded a short-term innovative research grant through the University of North Dakota. The grant period was 15 April 2005 to 14 January 2006. However, during the grant period the PI transferred to Temple University in August 2005. So, the PI is submitting the final progress report with the results that the PI obtained during 15 April 2005 to 31 August 2005. The main objective of this proposal was to develop statistical control theory. Statistical control is a generalization of Kalman's linear-quadratic-Gaussian control, where one optimizes the probability density of the performance index by controlling the cumulants. A statistical controller will have better performance and stability margin than the linear-quadratic-Gaussian controller. In this project, the authors investigated the characteristics of linear statistical controllers, developed nonlinear statistical control theory, and utilized the statistical control paradigm in dynamic game theory.

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Document Details

Document Type
Technical Report
Publication Date
Nov 07, 2005
Accession Number
ADA440472

Entities

People

  • Chang-Hee Won

Organizations

  • University of North Dakota

Tags

Communities of Interest

  • Space

DTIC Thesaurus Topics

  • Aircrafts
  • Calculus Of Variations
  • Control Theory
  • Differential Equations
  • Dynamic Programming
  • Equations
  • Feedback
  • Game Theory
  • Integrals
  • Linear Systems
  • Lyapunov Functions
  • Military Applications
  • Nonlinear Systems
  • North Dakota
  • Partial Differential Equations
  • Probability
  • Random Variables

Readers

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