Accession Number : AD0761710

Title :   Parameter Discontinuities in Optimally Controlled Stochastic Discrete Systems,

Corporate Author : SASKATCHEWAN UNIV SASKATOON DIV OF CONTROL ENGINEERING

Personal Author(s) : Nikiforuk,P. N. ; Gupta,M. M. ; Wagner,L.

Report Date : 1971

Pagination or Media Count : 8

Abstract : In the paper our preliminary work on the analysis and stochastic characterization of optimally controlled discrete linear systems in the presence of environmental noise (additive input and measurement noise) and subject to jump type parameter discontinuity is presented. The procedure of analysis is to solve the state evolution process, following the parameter discontinuity by setting the new initial conditions being dependent upon the process state just prior to the parameter discontinuity. The procedure is outlined for a general class of discrete systems. The problem is treated in the stochastic sense in that an ensemble of processes with all possible initial conditions at the instant of the parameter discontinuity is considered. (Modified author abstract)

Descriptors :   (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), LINEAR SYSTEMS, STOCHASTIC PROCESSES, MATRICES(MATHEMATICS)

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE