Accession Number:

AD0755794

Title:

Stochastic Optimal Control with a Constrained Feedback Information Rate,

Descriptive Note:

Corporate Author:

CALIFORNIA UNIV LOS ANGELES SCHOOL OF ENGINEERING AND APPLIED SCIENCE

Personal Author(s):

Report Date:

1972-09-01

Pagination or Media Count:

126.0

Abstract:

In the report the stochastic optimal problem is considered for the case where the exact relationship between the observables and the state of the plant is unknown. Instead of assuming a known sensor structure, it is assumed that the unknown sensor is modeled as a communication channel which transmits information about the state to the controller at a fixed given information rate in the Shannon sense. This leads to a double minimization problem over the set of admissible controls and the set of admissible conditional probability density functions describing the sensor. This problem is treated using a combination of techniques from the calculus of variations and dynamic programming to obtain a set of recursive equations for determining the optimal control sequence and the optimal probability density functions describing the sensor. It is shown that the probability density functions obtained are not only necessary but sufficient for a solution. Author

Subject Categories:

  • Statistics and Probability
  • Cybernetics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE