
Accession Number : AD0626204
Title : A CASE STUDY OF THE DISCRETE OPTIMUM FILTERCONTROLLER PROBLEM.
Descriptive Note : Technical rept.,
Corporate Author : NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF
Personal Author(s) : Demetry,James S. ; Strum,Robert D. ; Titus,Harold A.
Report Date : NOV 1965
Pagination or Media Count : 44
Abstract : An example is given of the steps and calculations necessary to the synthesis of the discrete optimum controller and Kalman filter for the control of a linear, timeinvariant plant whose state is only partially observable. The plant is subject to random excitation, and the observables are contaminated by random measurement noise. The optimum control is a linear function of the best estimate of the system state variables. The controller gains are obtained from the steadystate solution of a set of recursion equations arising from a dynamic programming approach to the minimization of a quadratic index of performance. The optimum filter is essentially a model of the plant. The state of the model is the best current estimate of the state of the plant. The estimate is updated at each sampling instant by taking the difference between the observed state of the plant and the predicted state of the model. This difference vector is multiplied by a 'gain' matri to adjust the model. The elements of the filter gain matrix are obtained from the steadystate solution of a set of recursion equations developed by Kalman.
Descriptors : (*CONTROL SYSTEMS, OPTIMIZATION), AUTOMATIC, FEEDBACK, COMPUTERS, SIMULATION, DYNAMIC PROGRAMMING, GAIN, MATRICES(MATHEMATICS), SYNTHESIS, FUNCTIONS(MATHEMATICS), SAMPLING
Subject Categories : Operations Research
Computer Hardware
Distribution Statement : APPROVED FOR PUBLIC RELEASE