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