A separation theorem for nonlinear measurements.
Separation theorem for arbitrary nonlinear measurements to find optimal stochastic control without dynamic programming
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Separation theorem for arbitrary nonlinear measurements to find optimal stochastic control without dynamic programming
Optimal stochastic control investigated for linear systems with driving noise intensity proportional to control input
Control theory, Volume 1, covering linear, nonlinear, stochastic, optimal, adaptive and learning systems, sensitivity analysis, etc
Research of control optimization, stochastic stability, and air traffic control problems
Optimal lateral guidance switching thresholds for low L/D shuttle vehicle entry, using optimal stochastic control theory for problem formulation in conjunction with dynamic programming
Two applications of optimal stochastic filters to navigation systems are described. The first is an air navigation system consisting of an inertial device (INS) and a Loran, plus an altimeter. The second is an application to a system of submarine navigation consisting of an inertial device (SINS) and an Omega plus a depth sensor.
A minimum-energy controller is designed and built for a class of electrically driven vehicles according to the theoretical concepts determined by the application of modern control theory. Theoretical results are obtained by making several justifiable assumptions in the dynamical equations of the system and solving the resulting stochastic optimal control problem by Bellman's dynamic programming technique. Several practical and economical considerations are taken into account for the mechanization of the minimum-energy control law.
The problem of determining the optimum guidance policy for an interplanetary spacecraft is treated as a stochastic optimal control problem. An algorithm for computing the optimum velocity correction and the optimum execution time (with allowance for correction-dependent errors) is derived in the case of a single midcourse correction. The performance index was chosen to be an upper bound for the probability that the mission fails, and it is defined as a function of the maximum allowable velocity correction and the maximum allowable deviation of the terminal state. Numerical results obtained for a Jupiter fly-by mission indicate that the execution errors have a significant influence on the performance index, but an acceptably small upper bound on the probability of mission failure can be obtained for sufficiently small execution errors.
Consideration of stochastic optimal control problems in which the measurement equation contains a control variable. Conditions under which it is possible to separately optimize the dynamic and measurement controls are studied, with particular emphasis on showing (by counterexample) that certain results already available for the linear-Gaussian-quadratic case do not extend to more general problems. Conditions under which the extension is possible are discussed.
The preview control problem is formulated in a general form and its solution is obtained. The analytical tool used is discrete stochastic optimal control theory. Aiming the application to manual control situations with preview, time delay, observation noise, motor noise, etc. were included in formulating the problem. Manual preview control experiments were performed to qualitatively check the validity of the model, and it was found that the mechanism of the manual control problem was explained by the developed model.
A technique for the adaptive estimation of nonstationary statistics necessary for Bayesian classification is developed. The basic approach to the adaptive estimation procedure consists of two steps: (1) an optimal stochastic approximation of the parameters of interest and (2) a projection of the parameters in time or position. A divergence criterion is developed to monitor algorithm performance. Comparative results of adaptive and nonadaptive classifier tests are presented for simulated four dimensional spectral scan data.
An algorithm is developed for a learning, adaptive, statistical pattern classifier for remotely sensed data. The estimation procedure consists of two steps: (1) an optimal stochastic approximation of the parameters of interest, and (2) a projection of the parameters in time and space. The results reported are for Gaussian data in which the mean vector of each class may vary with time or position after the classifier is trained.
This paper considers the application of an Annular Momentum Control Device (AMCD) to both fine pointing and large-angle maneuvering of a large space telescope (LST). The AMCD, which consists principally of a spinning rim suspended in noncontacting electromagnetic bearings, represents a new development in momentum storage devices. A nonlinear mathematical model of the AMCD/LST system is derived. An optimal stochastic fine-pointing controller is designed via LQG theory and the minimum-energy maneuvering problem is solved via a gradient technique. Number of state variable and control variable constraints, as well as all trigonometric nonlinearities, are considered in the latter part.
This paper contains an overview of a theoretical framework for the design of reliable multivariable control systems, with special emphasis on actuator failures and necessary actuator redundancy levels. Using a linear model of the system, with Markovian failure probabilities and quadratic performance index, an optimal stochastic control problem is posed and solved. The solution requires the iteration of a set of highly coupled Riccati-like matrix difference equations; if these converge one has a reliable design; if they diverge, the design is unreliable, and the system design cannot be stabilized. In addition, it is shown that the existence of a stabilizing constant feedback gain and the reliability of its implementation is equivalent to the convergence properties of a set of coupled Riccati-like matrix difference equations. In summary, these results can be used for offline studies relating the open loop dynamics, required performance, actuator mean time to failure, and functional or identical actuator redundancy, with and without feedback gain reconfiguration strategies.
A model to assess the value of improved information regarding the inventories, productions, exports, and imports of crop on a worldwide basis is discussed. A previously proposed model is interpreted in a stochastic control setting and the underlying assumptions of the model are revealed. In solving the stochastic optimization problem, the Markov programming approach is much more powerful and exact as compared to the dynamic programming-simulation approach of the original model. The convergence of a dual variable Markov programming algorithm is shown to be fast and efficient. A computer program for the general model of multicountry-multiperiod is developed. As an example, the case of one country-two periods is treated and the results are presented in detail. A comparison with the original model results reveals certain interesting aspects of the algorithms and the dependence of the value of information on the incremental cost function.
The optimal stochastic output feedback, multiple-model, and decentralized control problems with dynamic compensation are formulated and discussed. Algorithms for each problem are presented, and their relationship to a basic output feedback algorithm is discussed. An aircraft control design problem is posed as a combined decentralized, multiple-model, output feedback problem. A control design is obtained using the combined algorithm. An analysis of the design is presented.
A new stochastic adaptive control structure is developed for the problem of combined parameter estimation and control of aerospace vehicles with changing parameters. Parameter uncertainties are modeled as first-order Gauss-Markov processes, and are introduced to the system dynamics through a small parameter. It is assumed that an accurate inertial measurement unit gives perfect measurements of the state variables. Since the stochastic system is assumed to be Gauss-Markov, the density function of the parameters given these measurements is conditionally Gaussian. Based on this conditionally Gaussian density, the problem of minimizing a quadratic cost over an infinite time horizon can be set up within the framework of stochastic optimal control theory. The optimal feedback control law is derived from a straightforward expansion of the Hamilton-Jacobi-Bellman equation, based on the LQG solution. The resulting nonlinear controller is applied to the pitch axis control of a space platform with uncertain moments of inertia and is shown to produce marked improvement over a fixed controller.
A method for the measurement of ionospheric Gravity Wave (GW) using the USU Dynasonde is outlined. This method consists of a series of individual procedures, which includes functions for data acquisition, adaptive scaling, polarization discrimination, interpolation and extrapolation, digital filtering, windowing, spectrum analysis, GW detection, and graphics display. Concepts of system theory are applied to treat the ionosphere as a system. An adaptive ionogram scaling method was developed for automatically extracting ionogram echo traces from noisy raw sounding data. The method uses the well known Least Mean Square (LMS) algorithm to form a stochastic optimal estimate of the echo trace which is then used to control a moving window. The window tracks the echo trace, simultaneously eliminating the noise and interference. Experimental results show that the proposed method functions as designed. Case studies which extract GW from ionosonde measurements were carried out using the techniques described. Geophysically significant events were detected and the resultant processed results are illustrated graphically. This method was also developed for real time implementation in mind.