Accession Number : ADA019681

Title :   Performance Evaluation for Dynamic Systems in the Presence of Uncertainty.

Descriptive Note : Final rept. 16 Jan 73-15 Jul 75,

Corporate Author : WASHINGTON UNIV ST LOUIS MO DEPT OF SYSTEMS SCIENCE AND MATHEMATICS

Personal Author(s) : Rhodes,Ian B.

Report Date : OCT 1975

Pagination or Media Count : 13

Abstract : The research program performed under this grant has been concerned with estimation, decision, control and optimization problems for dynamic systems operating in an environment of uncertainty. A discussion of each of the major topics pursued follows. Although the basic ideas of deriving upper and lower performance bounds for incrementally conic systems had been conceived prior to 1973, many of the details were worked out or revised during the Grant period, including the bounds for smoothing and prediction, a modification of the lower bound for filtering, and the bounds for stochastic control. In regulatory problems with a cost for applying or changing control bounds on the total length of time the optimum control is nonzero are derived, as well as upper bounds on the difference in performance between the optimum control and either of the proposed suboptimum schemes. So general is the basic version of a new representation theorem for uncertain systems that by appropriate specialization it provides a completely new alternative approach to an entire spectrum of nonlinear estimation, detection, hypothesis-testing, and control problems. (Author)

Descriptors :   *Uncertainty, *Decision theory, Dynamic programming, Feedback, Optimization, Nonlinear systems, Closed loop systems, Game theory, Scientific research

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE