Accession Number:

ADA053611

Title:

Design of Practical Control Algorithms for Nonlinear Stochastic Systems.

Descriptive Note:

Interim rept.,

Corporate Author:

ORINCON CORP LA JOLLA CALIF

Personal Author(s):

Report Date:

1978-03-31

Pagination or Media Count:

10.0

Abstract:

This interim report summarizes a continuation of the investigation into the use of digital nonlinear filters in conjunction with deterministic control algorithms. The problem of stabilization and control of nonlinear stochastic systems observed by noisy measurement data arises in many Air Force systems. Inherent in this problem is the problem of processing noise contaminated measurement data to obtain accurate estimates of the state of the system. If it is possible to estimate the state of the system accurately, then well-known classical deterministic control techniques may often be used to give adequate system performance. This approach will greatly reduce the complexity of the control algorithm over that required by a truly optimal stochastic control policy. On the other hand, the use of recently developed filtering techniques in place of the simpler linearized or extended Kalman filter can greatly increase the accuracy of the state estimates and, thereby, improve system performance and alleviate divergence problems. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE