Accession Number:

AD0748183

Title:

Optimal Piecewise-Constant Control of Dynamic Systems with Applications to Kalman Filtering.

Descriptive Note:

Final rept.,

Corporate Author:

NAVAL RESEARCH LAB WASHINGTON D C OPERATIONS RESEARCH BRANCH

Personal Author(s):

Report Date:

1972-08-02

Pagination or Media Count:

16.0

Abstract:

The report presents the theory and applications of a suboptimal control algorithm for a general nonlinear control system. This suboptimal algorithm requires the optimal control to be piecewise constant. Necessary conditions are derived for both discrete-time and continuous-time systems. The application to Kalman filtering problems is specifically carried out to illustrate the theoretical results. Author

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE