Accession Number : AD0714131

Title :   Open Loop Optimal Feedback Control for Continuous Linear Stochastic Systems.

Descriptive Note : Master's thesis,

Corporate Author : AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OHIO SCHOOL OF ENGINEERING

Personal Author(s) : Murch,Walter G.

Report Date : JUN 1970

Pagination or Media Count : 65

Abstract : The control of a continuous time linear system with parameters and disturbance represented by stochastic processes is studied. The optimal open loop control is shown to be a linear function of the expected value of the initial condition vector and the function specifying the control, the control generation matrix, is shown to be the solution to a Fredholm integral equation. A computational procedure is derived for the solution to the control generation matrix based on results by Kagiwada and Kalaba for the solution to a Fredholm integral equation. A closed loop control law, the open loop optimal feedback (OLOF) control, is derived from the optimal open loop control and the control generation matrix shown to be the solution to a Volterra integral equation. The OLOF CONTROL GENERATION MATRIX FOR THE TIME-INVARIANT, INFINITE TIME SYSTEM IS SHOWN TO BE A CONSTANT MATRIX. Some examples are worked to demonstrate the OLOF control and to compare it with the optimal open loop control. (Author)

Descriptors :   (*CONTROL SYSTEMS, STOCHASTIC PROCESSES), MATRICES(MATHEMATICS), PROBABILITY, INTEGRAL EQUATIONS, COMPUTER PROGRAMS, OPTIMIZATION, ALGORITHMS, THESES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE