Accession Number : AD0429847

Title :   OPTIMAL CONTROL OF LINEAR PLANTS WITH RANDOM PARAMETERS,

Corporate Author : POLYTECHNIC INST OF BROOKLYN N Y MICROWAVE RESEARCH INST

Personal Author(s) : Drenick,R. F. ; Shaw,L.

Report Date : 15 NOV 1963

Pagination or Media Count : 24

Abstract : The subject o this paper is the optimal control of linear plants whose coefficients and whose reference signals are random processes. The discrete-time as well as the continuous-time problems are treated and some fairly deepseated distinctions between the two are pointed out. Special emphasis is placed on control over long periods of time. A set of assumptions is laid down under which the transition to infinitely long periods of operation is tractable. It is shown that a discrete-time plant in controllable, in the sense that the rate of the mean-squared error remains finite, only when certain necessary and sufficient conditions are fulfilled by the statistics of the plant parameters. There is no similar constraint for controllability of analogous continuous time plants. (Author)

Descriptors :   (*CONTROL SYSTEMS, OPTIMIZATION), LINEAR SYSTEMS, PROBABILITY, MATHEMATICAL MODELS, STATISTICAL ANALYSIS, STOCHASTIC PROCESSES, TIME

Distribution Statement : APPROVED FOR PUBLIC RELEASE