Publication:
Case studies of optimum filter-controller design in sampled data systems

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Authors
McMichael, John Coleman
Skezas, George Christ
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Advisors
Strum, Robert D.
Date of Issue
1966-05
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Monterey, California. U.S. Naval Postgraduate School
Language
en_US
Abstract
In this paper an investigation is made of the problem of estimating and predicting the states of a linear, discrete, time-invariant, dynamic process which is excited by Gaussian noise and where the observable states are disturbed by Gaussian measurement noise. The concepts of optimum filter design, originally developed by R. E. Kalman, are utilized. Also we have closed the loop on two illustrative examples by determining the optimal control for the plant as a function of the plant's state variables. Here the concepts of a cost performance index and dynamic programming (the latter originally developed by R. Bellman) are employed. The CDC 1604 digital computer, using Fortran 60 programming is utilized in the solution of the optimum filter-controller design.
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Thesis
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This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.
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