Accession Number:

ADA461965

Title:

Cost Cumulant-Based Control for a Class of Linear Quadratic Tracking Problems

Descriptive Note:

Conference paper (preprint)

Corporate Author:

AIR FORCE RESEARCH LAB KIRTLAND AFB NM SPACE VEHICLES DIRECTORATE

Personal Author(s):

Report Date:

2006-08-04

Pagination or Media Count:

10.0

Abstract:

The topic of cost cumulant control is currently receiving substantial research from the theoretical community oriented toward stochastic control theory. For instance, the present paper extends the application of cost cumulant controller design to control of a wide class of linear quadratic tracking systems. It is shown that the tracking problem can be solved in two parts a feedback k-cost-cumulant kCC control whose optimization criterion representing a linear combination of finite k cumulant indices of a finite horizon integral quadratic cost associated to a linear tracking stochastic system is determined by a set of Riccati-type differential equations and a set of time-dependent tracking variables is found by solving an auxiliary set of differential equations incorporating the desired trajectory backward from a stable final time.

Subject Categories:

  • Theoretical Mathematics
  • Statistics and Probability
  • Economics and Cost Analysis

Distribution Statement:

APPROVED FOR PUBLIC RELEASE