# Accession Number:

## AD0255857

# Title:

## OPTIMUM DESIGN OF SAMPLED-DATA SYSTEMS WITH RANDOM PARAMETERS

# Descriptive Note:

# Corporate Author:

## STANFORD UNIV CALIF STANFORD ELECTRONICS LABS

# Personal Author(s):

# Report Date:

## 1961-04-24

# Pagination or Media Count:

## 1.0

# Abstract:

Three problem areas associated with the design of linear sampled-data systems are considered. The first arises from having the transition and distribution matrices of the system be random variables, i.e., the random parameter problem the second from having multiplicative noise at the input to the system, this being a special case of the first problem area and the third from being unable to measure the state vector of the system exactly. In each of these 3 areas, the preformance of the system is measured by using either a generalized sum-squared-error, a final-value, or a minimum-time criterion. The design procedures are based either upon minimizing the expected value of the performance index or upon minimizng the performance index in the presence of worst-case variations within the system, e.g., minimizing the expected value of the sumsquared-error. In general, the results are in the form of feedback coefficients which relate the value of the optimum input to the value of the state vector of the system. Author