Accession Number:

ADA289088

Title:

Stochastic Adaptive Estimation and Control.

Descriptive Note:

Final rept.,

Corporate Author:

MARYLAND UNIV COLLEGE PARK INST FOR SYSTEMS RESEARCH

Personal Author(s):

Report Date:

1994-10-26

Pagination or Media Count:

11.0

Abstract:

Significant progress was made in a number of aspects of stochastic and discrete event systems. A controlled switching diffusion model was developed to study systems with multiple modes or failure modes, such as aircraft with multiple operating modes, the hierarchical control of flexible manufacturing systems, and large scale interconnected power networks. In addition, a number of other optimal stochastic control problems with long time borizans were solved. An important problem in the adaptive control of a finite state Markov chain was solved, and significant progress was made along more general directions. New results on the risk-sensitive control of hidden Markov processes were obtained. Motivated by applications in hierarchical intelligent control, some important roblems in the area of discrete event systems were solved.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE