Accession Number : AD0766878

Title :   Optimal Incomplete Feedback Control of Linear Stochastic Systems.

Descriptive Note : Doctoral thesis,

Corporate Author : AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OHIO SCHOOL OF ENGINEERING

Personal Author(s) : Heath,Robert E. , II

Report Date : JUN 1973

Pagination or Media Count : 162

Abstract : The problem of incomplete feedback control of stochastic linear systems is considered. The system is modeled by an uncertain parameter linear differential equation driven by Gaussian white noise and an incomplete observation which is a linear transformation of the states. The optimal control is the linear transformation which minimizes the expected value of a quadratic performance index. For both the finite and infinite time problems, necessary conditions that the optimal control law must satisfy are derived. Time varying and constant gains are considered for the finite time problem. For the infinite time problem only time invariant gains are considered. The gradient derived for the infinite time problem is applied to a flight control design problem. This problem concerns finding feedback gains to improve the lateral handling qualities of an F-4 at two different flight conditions. The resulting control laws give quite adequate aircraft handling qualities for the aircraft at both flight conditions. (Author)

Descriptors :   (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), LINEAR SYSTEMS, STOCHASTIC PROCESSES, DIFFERENTIAL EQUATIONS, NUMERICAL INTEGRATION, WHITE NOISE, FLIGHT CONTROL SYSTEMS, JET FIGHTERS, THEOREMS, THESES

Subject Categories : Attack and Fighter Aircraft
      Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE