
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 discretetime as well as the continuoustime 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 discretetime plant in controllable, in the sense that the rate of the meansquared 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