Accession Number:

AD0483584

Title:

CASE STUDIES OF OPTIMUM FILTER-CONTROLLER DESIGN IN SAMPLED DATA SYSTEMS.

Descriptive Note:

Master's thesis,

Corporate Author:

NAVAL POSTGRADUATE SCHOOL MONTEREY CA

Report Date:

1966-05-01

Pagination or Media Count:

96.0

Abstract:

An investigator is made of the problem of estimating and predicting the states of a linear, discrete, time-invariant, dynamic process which is excited by Gaussian noise and where the observable states are disturbed by Gaussian measurement noise. The concepts of optimum filter design, are utilized. Also the loop has been closed on two illustrative examples by determining the optimal control for the plant as a function of the plants state variables. Here the concepts of a cost performance index and dynamic programming are employed. The CDC 1604 digital computer, using Fortran 60 programming is utilized in the solution of the optimum filter-controller design.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE