Accession Number : AD0746041

Title :   On the Adaptive Control of Linear Systems Using the Open-Loop-Feedback-Optimal Approach,

Corporate Author : MASSACHUSETTS INST OF TECH CAMBRIDGE ELECTRONIC SYSTEMS LAB

Personal Author(s) : Ku,Richard ; Athans,Michael

Report Date : JUN 1972

Pagination or Media Count : 58

Abstract : The paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with unknown or stochasticallt varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal (O.L.F.O.) method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first order systems are presented. (Author)

Descriptors :   (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), LINEAR SYSTEMS, STOCHASTIC PROCESSES, DIFFERENTIAL EQUATIONS, MATRICES(MATHEMATICS), RANDOM VARIABLES, ASYMPTOTIC SERIES, WHITE NOISE, OPTIMIZATION

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE