Optimal Corrections of a Damped Linear Oscillator under Random Perturbations,

Abstract

An additive control of a randomly excited linear damped oscillator is studied by the methods of dynamic programming and variational inequalities. The objective is to minimize the mean deviation from the rest position over a finite horizon, with a possible resource constraint. We shall present some analytical results on the optimal average cost function and the feedback control law. Numerical solution will be discussed briefly. (Author)

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1985
Accession Number
ADP004911

Entities

People

  • J. L. Menaldi
  • P. L. Chow

Organizations

  • Wayne State University

Tags

DTIC Thesaurus Topics

  • Additives (Chemicals)
  • Algorithms
  • Applied Mathematics
  • Approximation (Mathematics)
  • Computer Programming
  • Dynamic Programming
  • Feedback
  • Inequalities
  • Mathematics
  • Operations Research
  • Oscillators
  • Perturbations

Fields of Study

  • Mathematics

Readers

  • Control Systems Engineering.
  • Operations Research