Accession Number : AD0738312

Title :   On Simultaneous Choice of Dynamic Control and Measurement Strategies for Stochastic Systems,

Corporate Author : MASSACHUSETTS INST OF TECH CAMBRIDGE ELECTRONIC SYSTEMS LAB

Personal Author(s) : Athans,Michael ; Kramer,Leslie C.

Report Date : DEC 1971

Pagination or Media Count : 32

Abstract : Stochastic optimal control problems in which the measurement equation contains a control variable are considered. Conditions under which it is possible to separately optimize the measurement and the dynamic controls are studied, with particular emphasis on showing that certain results already available for linear-Gaussian-quadratic problems do not extend to linear-Gaussian- non-quadratic problems. Dynamic programming techniques are used to analyze these systems. A counterexample shows that the linear-Gaussian-quadratic results do not extend to arbitrary linear-Gaussian non-quadratic problems. Conditions under which the extension is possible are discussed. (Author)

Descriptors :   (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), STOCHASTIC PROCESSES, DYNAMIC PROGRAMMING, MEASUREMENT, FEEDBACK, OPTIMIZATION, THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE