DTIC ADA567576: Optimal And Adaptive Control Of Stochastic Systems - Info and Reading Options
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"DTIC ADA567576: Optimal And Adaptive Control Of Stochastic Systems" and the language of the book is English.
“DTIC ADA567576: Optimal And Adaptive Control Of Stochastic Systems” Metadata:
- Title: ➤ DTIC ADA567576: Optimal And Adaptive Control Of Stochastic Systems
- Author: ➤ Defense Technical Information Center
- Language: English
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- Internet Archive ID: DTIC_ADA567576
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A major focus of the research of this grant has been the control of stochastic systems with a large family of noise processes that are important for modeling and that have not previously been used or solved for control problems. Among these noise processes are the family of fractional Brownian motions. While Brownian motion is included in this family, all of the other members are neither semimartingales nor Markov processes. Thus the usual stochastic calculus or the methods from Markov processes cannot be used. However, empirical data in a wide variety of physical phenomena, such as turbulence and telecommunications, provides evidence of the necessity for using these fractional Brownian motions in mathematical models. Thus it is important to consider control systems that are driven by an arbitrary fractional Brownian motion.
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- Added Date: 2018-09-04 09:13:55
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