Accession Number : AD0703939
Title : STOCHASTIC OPTIMAL CONTROL.
Descriptive Note : Final rept. Dec 68-Oct 69,
Corporate Author : IOWA UNIV IOWA CITY DEPT OF ELECTRICAL ENGINEERING
Personal Author(s) : Eyman,Earl D.
Report Date : 15 DEC 1969
Pagination or Media Count : 70
Abstract : The area of stochastic optimal control was divided functionally into two separate areas: (1) stochstic control and (2) optimal control. In this manner research was done in: (1) The Optimization and Simulation of Linear Stochastic Systems using a Stochastic Maximum Principle, (2) Hybrid Computer Simulation of a Stochastic System, (3) Suboptimal Filter and Filter Sensitivity for Stochastic Parameter Systems, (4) Treatise on Pontryagin's Maximum Principle, and (5) Mathematics of Stochastic Modeling with Applications to Stochastic Parameter Sensitivity. (Author)
Descriptors : (*CONTROL SYSTEMS, MATHEMATICAL MODELS), FIRE CONTROL SYSTEMS, ANTIAIRCRAFT GUNS, LINEAR SYSTEMS, STOCHASTIC PROCESSES, OPTIMIZATION, SIMULATION, AUTOMATION, REPORTS
Subject Categories : Statistics and Probability
Test Facilities, Equipment and Methods
Fire Control and Bombing Systems
Distribution Statement : APPROVED FOR PUBLIC RELEASE