Accession Number : AD0748183

Title :   Optimal Piecewise-Constant Control of Dynamic Systems with Applications to Kalman Filtering.

Descriptive Note : Final rept.,

Corporate Author : NAVAL RESEARCH LAB WASHINGTON D C OPERATIONS RESEARCH BRANCH

Personal Author(s) : Lee,Jong-Sen

Report Date : 02 AUG 1972

Pagination or Media Count : 16

Abstract : The report presents the theory and applications of a suboptimal control algorithm for a general nonlinear control system. This suboptimal algorithm requires the optimal control to be piecewise constant. Necessary conditions are derived for both discrete-time and continuous-time systems. The application to Kalman filtering problems is specifically carried out to illustrate the theoretical results. (Author)

Descriptors :   (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), NONLINEAR SYSTEMS, PARTIAL DIFFERENTIAL EQUATIONS, MATRICES(MATHEMATICS), ALGORITHMS

Subject Categories : Theoretical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE