Accession Number : AD0714613

Title :   Hybrid Simulation of an Optimal Stochastic Control System.

Descriptive Note : Technical rept.,

Corporate Author : LOUISIANA STATE UNIV BATON ROUGE COLL OF ENGINEERING

Personal Author(s) : Tacker,Edgar C. ; Linton,Thomas D.

Report Date : AUG 1970

Pagination or Media Count : 27

Abstract : By means of studying a particular system it is shown that a controller optimized on a deterministic basis can be considerably inferior to one optimized by explicity including system uncertainties and disturbances. Hybrid computation techniques as they apply to simulating stochastic control systems are discussed. The model equations are formulated in continuous-time and the analog computer assumes the major burden of the simulation workload. This study together with the one reported elsewhere serve to illustrate how the high-speed capabilities of hybrid computers can be effectively employed in the design by simulation of stochastic control systems. (Author)

Descriptors :   (*CONTROL SYSTEMS, MATHEMATICAL MODELS), STOCHASTIC PROCESSES, DECISION THEORY, ANALOG-DIGITAL COMPUTERS, LINEAR SYSTEMS, OPTIMIZATION, SIMULATION

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE