An Interim Report of Research on Stochastic and Adaptive Systems

Abstract

The research we have conducted over the past several years and in particular during the period February 1, 1980 to January 31, 1981 has been concerned with fundamental aspects of controlling linear and non-linear stochastic systems in the presence of measurement and parameter uncertainties. In case the uncertainties reside in the state description of the physical system and measurements then we refer to the control problem as a stochastic control problem. If in addition there are parameter uncertainties, then the problem is referred to as an adaptive control problem. This is because in addition to state estimation some form of parameter identification scheme will be needed and almost always the control and estimation-identification functions will interact in a non-trivial nonlinear and time-varying way.

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Document Details

Document Type
Technical Report
Publication Date
Mar 20, 1981
Accession Number
ADA458900

Entities

People

  • Lena Valavani
  • Michael Athans
  • Sanjoy K. Mitter

Organizations

  • Massachusetts Institute of Technology

Tags

Communities of Interest

  • Materials and Manufacturing Processes
  • Space
  • Weapons Technologies

DTIC Thesaurus Topics

  • Adaptive Control Systems
  • Adaptive Systems
  • Air Force
  • Algebra
  • Algorithms
  • Closed Loop Systems
  • Control Systems
  • Differential Equations
  • Equations
  • Filters
  • Filtration
  • Kalman Filtering
  • Kalman Filters
  • Linear Filtering
  • Partial Differential Equations
  • Quantum Mechanics
  • Stochastic Control

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Business Analytics