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An example of a perturbation-type extremum controller

Published online by Cambridge University Press:  14 July 2016

D. M. Titterington
D. M. Titterington*
Affiliation:
University of Glasgow
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Abstract

Controls of the perturbation type are evolved for the purpose of monitoring the random movement of a response curve using noise-corrupted observations of the response. Dynamic programming methods are used to obtain approximations to the optimum control system when the response is quadratic. Further results are briefly described.

Keywords

EXTREMUM ADAPTATIONPERTURBATION-TYPE CONTROLSNON-LINEAR FILTERINGCONTROLLED DIFFUSIONSDYNAMIC PROGRAMMING
Type
Research Papers
Information
Journal of Applied Probability , Volume 11 , Issue 3 , September 1974 , pp. 513 - 520
Copyright
Copyright © Applied Probability Trust 1974 

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