Accession Number : AD0737365

Title :   Stochastic Optimal Control with a Constrained Feedback Information Rate,

Corporate Author : CALIFORNIA UNIV SANTA BARBARA DEPT OF ELECTRICAL ENGINEERING

Personal Author(s) : Stear,Edwin B. ; Levre,Russell J.

Report Date : FEB 1972

Pagination or Media Count : 11

Abstract : In the paper the stochastic optimal problem is considered for the case where the exact relationship between the observables and the state of the plant is unknown. Instead of assuming a known sensor structure, it is assumed that the unknown sensor is modeled as a communication channel which transmits information about the state to the controller at a fixed given information rate (in the Shannon sense). This leads to a double minimization problem over the set of admissible controls and the set of admissible conditional probability density functions describing the sensor. (Author)

Descriptors :   (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), LINEAR SYSTEMS, STOCHASTIC PROCESSES, RECURSIVE FUNCTIONS, INFORMATION THEORY, FEEDBACK, OPTIMIZATION

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE