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Results for “STOCHASTIC CONTROL”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 55 records · Page 3
All sourcesNASA NTRSDOE OSTI
NASA NTRS1987

Stochastic control of infinite dimensional systems in Hilbert space: A factorization perspective

A factorization perspective on problems of optimal causal estimation and optimal causal control of linear stochastic systems defined on an infinite-dimensional Hilbert space is presented. A separation principle is derived for the case in which the system input/output map is generated by an abstract evolution operator. The factorization formalism allows for an essentially algebraic approach to these problems.

Milman, Mark M.↗
NASA NTRS1978

A reformulation of the Linear-Quadratic-Gaussian stochastic control problem for application to low thrust navigation analysis

The formulation of the classical Linear-Quadratic-Gaussian stochastic control problem as employed in low thrust navigation analysis is reviewed. A reformulation is then presented which eliminates a potentially unreliable matrix subtraction in the control calculations, improves the computational efficiency, and provides for a cleaner computational interface between the estimation and control processes. Lastly, the application of the U-D factorization method to the reformulated equations is examined with the objective of achieving a complete set of factored equations for the joint estimation and control problem.

Jacobson, R. A.↗
NASA NTRS1976

Frequency domain approach for evaluation of stochastic control of elastic spacecraft

An attempt is made to develop a reduced-order filter for an elastic spacecraft. The frequency-domain approach is resorted to both for arriving at an appropriate ROF and for evaluating the resulting stochastic flight controller. The frequency-domain approach employed is contrasted to the time-domain approach previously utilized by the authors. A linearized deterministic dynamical model of a solar electric propulsion spacecraft is analyzed. Flexibility modes were incorporated profitably into the ROF model, and the stochastic controllers exhibit notching of structural resonances reminiscent of classical notch filters. Accurate estimates of modal parameters (damping, natural frequency) are deemed crucial, and use of worst-case values in the ROF design is recommended.

Larson, V.↗
NASA NTRS1977

Algorithms for adaptive stochastic control for a class of linear systems

Control of linear, discrete time, stochastic systems with unknown control gain parameters is discussed. Two suboptimal adaptive control schemes are derived: one is based on underestimating future control and the other is based on overestimating future control. Both schemes require little on-line computation and incorporate in their control laws some information on estimation errors. The performance of these laws is studied by Monte Carlo simulations on a computer. Two single input, third order systems are considered, one stable and the other unstable, and the performance of the two adaptive control schemes is compared with that of the scheme based on enforced certainty equivalence and the scheme where the control gain parameters are known.

Toda, M.↗
NASA NTRS1972

On the application of deterministic optimization methods to stochastic control problems.

A technique is presented by which one can apply the Minimum Principle of Pontryagin to stochastic optimal control problems formulated around linear systems with Gaussian noises and general cost criteria. Using this technique, the stochastic nature of the problem is suppressed but for two expectation operations, the optimization being essentially deterministic. The technique is applied to systems with quadratic and non-quadratic costs to illustrate its use.

Kramer, L. C.↗
NASA NTRS1976

Estimation of characteristics and stochastic control of an aircraft flying in atmospheric turbulence

An adaptive control technique to improve the flying qualities of an aircraft in turbulence was investigated. The approach taken was to obtain maximum likelihood estimates of the unknown coefficients of the aircraft system and then, using these estimates along with the separation principle, to define the stochastic optimal control. The maximum likelihood estimation technique that accounted for the effects of turbulence provided good estimates of the unknown coefficients and of the turbulence. The assessment of the stochastic optimal control based on the maximum likelihood estimates showed that the desired effects were attained for the regulator problem of minimizing pitch angle and the tracking problem of requiring normal acceleration to follow the pilot input.

Iliff, K. W.↗
NASA NTRS1974

On the application of deterministic optimization methods to stochastic control problems

A technique is presented by which deterministic optimization techniques, for example, the maximum principle of Pontriagin, can be applied to stochastic optimal control problems formulated around linear systems with Gaussian noises and general cost criteria. Using this technique, the stochastic nature of the problem is suppressed but for two expectation operations, the optimization being deterministic. The use of the technique in treating problems with quadratic and nonquadratic costs is illustrated.

Kramer, L. C.↗
NASA NTRS1972

On stochastic control system design methods for weakly coupled large scale linear systems.

This paper considers the problem of decentralized control of two weakly coupled linear stochastic systems, using quadratic performance indices. The basic idea is to have each controller control independently his own system, based upon noisy measurements of his own output. To compensate for the effects of weak coupling upon the resultant performance, fake white plant noise is introduced to each system. The appropriate intensity of the fake plant noise is obtained through the solution of an off-line deterministic matrix optimal control problem. The effects of this design method upon the overall coupled system performance are analyzed as a function of the degree of intersystem coupling.

Kwong, R.↗
NASA NTRS1972

Adaptive stochastic control for a class of linear systems.

The problem considered in this 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 (OLFO) control using a quadratic index of performance. It is shown that the OLFO system consists of (1) an identifier that estimates the system state variables and gain parameters and (2) a controller described by an 'adaptive' gain and correction term. Several qualitative properties and asymptotic properties of the OLFO adaptive system are discussed. Simulation results dealing with the control of stable and unstable third-order plants are presented. The key quantitative result is the precise variation of the control system adaptive gains as a function of the future expected uncertainty of the parameters; thus, in this problem the ordinary 'separation theorem' does not hold.

Tse, E.↗
NASA NTRS2003

Stochastic Control Synthesis of Systems with Structured Uncertainty

This paper presents a study on the design of robust controllers by using random variables to model structured uncertainty for both SISO and MIMO feedback systems. Once the parameter uncertainty is prescribed with probability density functions, its effects are propagated through the analysis leading to stochastic metrics for the system's output. Control designs that aim for satisfactory performances while guaranteeing robust closed loop stability are attained by solving constrained non-linear optimization problems in the frequency domain. This approach permits not only to quantify the probability of having unstable and unfavorable responses for a particular control design but also to search for controls while favoring the values of the parameters with higher chance of occurrence. In this manner, robust optimality is achieved while the characteristic conservatism of conventional robust control methods is eliminated. Examples that admit closed form expressions for the probabilistic metrics of the output are used to elucidate the nature of the problem at hand and validate the proposed formulations.

Padula, Sharon L.↗
NASA NTRS1975

The stochastic control of the F-8C aircraft using the Multiple Model Adaptive Control (MMAC) method

The purpose of this paper is to summarize results obtained for the adaptive control of the F-8C aircraft using the so-called Multiple Model Adaptive Control method. The discussion includes the selection of the performance criteria for both the lateral and the longitudinal dynamics, the design of the Kalman filters for different flight conditions, the 'identification' aspects of the design using hypothesis testing ideas, and the performance of the closed loop adaptive system.

Athans, M.↗