DID YOU KNOW? DTIC has over 3.5 million final reports on DoD funded research, development, test, and evaluation activities available to our registered users. Click
HERE to register or log in.
Accession Number:
AD0670569
Title:
OPTIMUM CONTROL OF LINEAR, SAMPLED DATA SYSTEMS WITH INACCESSIBLE STATE VARIABLES,
Corporate Author:
RAND CORP SANTA MONICA CALIF
Report Date:
1968-05-01
Abstract:
Some new results in the optimum control of linear systems with respect to a quadratic performance criterion are given. It is assumed that the system is subject to additive random disturbances and that some state variables cannot be measured or can only be measured with additive noise. It is well known that when the disturbance and noise are normal random variables, the optimum controller is a linear function of the minimum mean squared estimates for the state variables. In this study the result is shown to hold without qualification. Author
Pages:
0020
Contract Number:
F44620-67-C-0045
File Size:
0.00MB
