Accession Number : AD0838879

Title :   SOLUTION OF THE OPTIMAL CONTROL PROBLEM WHERE THE PLANT CONTAINS RANDOM PARAMETERS WITH KNOWN STATISTICS.

Descriptive Note : Master's thesis,

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

Personal Author(s) : Thrush, Edward H. ; Wright, George K.

Report Date : JUN 1968

Pagination or Media Count : 154

Abstract : The purpose of this thesis is to obtain the optimal open-loop control for plants that contain random parameters, using the expected value of a quadratic cost functional as the performance index. The basic assumption is that the plant parameters are time-invariant independent random variables with known probability density functions. Solutions to five examples are obtained using two methods: the first is an analytic method employing an extension of S.S.L. Chang's frequency domain techniques; the second is a computational method employing a gradient algorithm. Use is made of the Fredholm integral equation to determine whether solutions obtained are optimal. (Author)

Descriptors :   (*ELECTRICAL ENGINEERING, CONTROL SYSTEMS), OPTIMIZATION, UNCERTAINTY, SENSITIVITY, STOCHASTIC PROCESSES, RANDOM VARIABLES, PROBABILITY DENSITY FUNCTIONS, INTEGRAL TRANSFORMS, FLOW CHARTING, COMPUTER PROGRAMS, COSTS, THESES.

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE