Accession Number : AD0746050

Title :   On a Stochastic Control Method for Weakly Coupled Linear Systems.

Descriptive Note : Master's thesis,

Corporate Author : MASSACHUSETTS INST OF TECH CAMBRIDGE ELECTRONIC SYSTEMS LAB

Personal Author(s) : Kwong,Raymond Hon-Sing

Report Date : MAY 1972

Pagination or Media Count : 104

Abstract : The stochastic control of two weakly coupled linear systems with different controllers is considered. Each controller only makes measurements about his own system; no information about the other system is assumed to be available. Based on the noisy measurements, the controllers are to generate independently suitable control policies which minimize a quadratic cost functional. To account for the effects of weak coupling directly, an approximate model, which involves replacing the influence of one system on the other by a white noise process is proposed. Simple suboptimal control problem for calculating the covariance of these noises is solved using the matrix minimum principle. The overall system performance based on this scheme is analysed as a function of the degree of intersystem coupling. The results are compared to those obtained using complete centralization and the Separation Theorem. Tradeoffs between the various approaches are discussed. (Author)

Descriptors :   (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), LINEAR SYSTEMS, STOCHASTIC PROCESSES, DECISION MAKING, MATRICES(MATHEMATICS), WHITE NOISE, FEEDBACK, OPTIMIZATION, THESES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE