Accession Number : AD0714614

Title :   Hybrid and Digital Simulation of Optimal Stochastic Control Systems.

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 : 39

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 explicitly including system uncertainties and disturbances. Hybrid and digital computation techniques as they apply to simulating stochastic control systems are discussed. The model equations are formulated in discrete-time and the majority of the simulation tasks are performed by the digital computer. This study together with 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, MATRICES(MATHEMATICS), LINEAR SYSTEMS, NONLINEAR SYSTEMS, DIGITAL SYSTEMS, OPTIMIZATION, SIMULATION

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE