Accession Number:

AD0838879

Title:

SOLUTION OF THE OPTIMAL CONTROL PROBLEM WHERE THE PLANT CONTAINS RANDOM PARAMETERS WITH KNOWN STATISTICS.

Descriptive Note:

Master's thesis,

Corporate Author:

AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OH SCHOOL OF ENGINEERING

Personal Author(s):

• Thrush, Edward H.
• Wright, George K.

Report Date:

1968-06-01

Pagination or Media Count:

154.0

Abstract:

The purpose of this thesis is to obtain the optimal open-loop control for plants that contain random parameters, using the expected value of a quadratic cost functional as the performance index. The basic assumption is that the plant parameters are time-invariant independent random variables with known probability density functions. Solutions to five examples are obtained using two methods the first is an analytic method employing an extension of S.S.L. Changs frequency domain techniques the second is a computational method employing a gradient algorithm. Use is made of the Fredholm integral equation to determine whether solutions obtained are optimal. Author

Descriptors:

• (*ELECTRICAL ENGINEERING
• CONTROL SYSTEMS)
• OPTIMIZATION
• UNCERTAINTY
• SENSITIVITY
• STOCHASTIC PROCESSES
• RANDOM VARIABLES
• PROBABILITY DENSITY FUNCTIONS
• INTEGRAL TRANSFORMS
• FLOW CHARTING
• COMPUTER PROGRAMS
• COSTS
• THESES

Subject Categories:

• Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE