Accession Number:

ADA172902

Title:

Modeling and Estimation Theory for Stochastic Dynamical Systems.

Descriptive Note:

Final rept. 1 Jan 83-30 Jun 86,

Corporate Author:

HARVARD UNIV CAMBRIDGE MA DIV OF APPLIED SCIENCES

Personal Author(s):

• Brockett,R. W.

Report Date:

1986-09-25

Pagination or Media Count:

6.0

Abstract:

This work investigated the use of pseudorandom models as substitutes for stochastic models in various engineering settings. In particular, certain aspects of estimation theory were developed. The subject of high gain nonlinear feedback was investigated and conditions for all solutions of an autonomous second order system to go to zero in finite time have been derived. Author

Descriptors:

• *MATHEMATICAL MODELS
• *STOCHASTIC CONTROL
• *PSEUDO RANDOM SYSTEMS
• ESTIMATES
• DIFFERENTIAL EQUATIONS
• CONTROL THEORY
• HIGH GAIN

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE