ADAPTIVE STOCHASTIC CONTROL FOR LINEAR SYSTEMS. PART II: ASYMPTOTIC PROPERTIES AND SIMULATION RESULTS,

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Abstract:

The problem considered in this two-part paper deals with the control of linear, discrete-time, stochastic systems with unknown possibly time-varying and random gain parameters. The philosophy of control is based on the use of an open-loop-feedback-optimal O.L.F.O. control using a quadratic index of performance. in Part I it is shown that the O.L.F.O. system consists of 1 an identifier that estimates the system state variables and gain parameters, and 2 by a controller described by an adaptive gain and correction term. Several qualitative properties of the overal system are obtained from an interpretation of the equations. Part II deals with the asymptotic properties of the O.L.F.O. adaptive system and with simulation results dealing with the control of stable and unstable third order plants. Comparisons are carried out with the optimal system when the parameters are known. In addition, the simulation results are interpreted in the context of the qualitative conclusions reached in Part I. Author

Author(s):
Athans, Michael ; Tse, Edison
Author Organization(s):
MASSACHUSETTS INST OF TECH CAMBRIDGE ELECTRONIC SYSTEMS LAB
Supplementary Note:
Prepared in cooperation with Systems Control Inc., Palo Alto, Calif.
Pagination:
0056

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
AFOSR-70-1512TR
Contract/Grant Number(s):
AF-AFOSR-1724-69, NGL-22-009-124
Task Number(s):
974901
Project Number(s):
AF-9749
Monitor Series:
70-1512TR
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
(*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), LINEAR SYSTEMS, STOCHASTIC PROCESSES, TRANSFER FUNCTIONS, STABILITY, FEEDBACK, SIMULATION, THEOREMS
Field(s)/Group(s):
Statistics and Probability, Test Facilities, Equipment and Methods
Keyword(s):
PARAMETER ESTIMATION, CONTROL, STOCHASTIC PROCESSES, COMPUTERIZED SIMULATION, CONTROL THEORY, FEEDBACK CONTROL
Report Date:
1970 May 01