Accession Number : AD0430094


Title :   FINITE-TIME SELF-OPTIMIZING SYSTEMS,


Corporate Author : HARVARD UNIV CAMBRIDGE MASS CRUFT LAB


Personal Author(s) : Narendra,K S ; McBride,L E ,Jr


Report Date : 13 Nov 1963


Pagination or Media Count : 27


Abstract : A correlation method proposed earlier for the optimization of linear systems by altering parameters to reduce a mean-square error criterion is extended to the cases of transient operation, non-quadratic criteria and time varying systems. Stability analysis indicates that the open-loop self-optimizing system is stable regardless of the speed with which the parameters are altered. When parameters of a closed-loop system are permitted to vary rapidly with time, it is found that the problem becomes analogous to that of optimal terminal control, and its solution is a generalization of the methods of optimal programming. (Author)


Descriptors :   *OPTIMIZATION , *COMPUTER PROGRAMMING , FUNCTIONS(MATHEMATICS) , NUMERICAL INTEGRATION , STABILITY , TIME


Distribution Statement : APPROVED FOR PUBLIC RELEASE