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An Application of Adaptive Optimal Control

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Stochastic Processes in Physics and Engineering

Part of the book series: Mathematics and Its Applications ((MAIA,volume 42))

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Abstract

A combined estimation and optimal control problem is considered. The application deals with two ships in which one receives passive sonar measurements of the other. Three numerical schemes are given and their results are compared.

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References

  1. A.H. Jazwinsky, Stochastic processes and filtering theory. Academic Press, New York, 1970.

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  2. G.C. Goodwin and K.S. Sin, Adaptive filtering, prediction and control. Prentice-Hall, Inc., Englewood Cliffs, New Jersey, 1984.

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  3. W.H. Fleming and R.W. Rishel, Deterministic and stochastic optimal control. Springer Verlag, 1975.

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  4. M. Hazewinkel and J.C. Willems (eds.), Stochastic systems: The mathematics of filtering and identifications and applications. Reidel Publishing Co, 1981.

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  5. G.J. Olsder, On the optimal manoeuvering during bearings-only tracking. Proceedings 23rd IEEE Conference on Decision and Control, Las Vegas, 1984, pp. 935–940.

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Author information

Authors and Affiliations

  1. Dept. of Mathematics and Informatics, Delft University of Technology, 356, 2600 AJ, Delft, The Netherlands

    R. Hut & G. J. Olsder

Authors
  1. R. Hut
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  2. G. J. Olsder
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Editor information

Editors and Affiliations

  1. Fachbereich Mathematik, Ruhr-Universität Bochum, Postfach 10 21 48, 4630, Bochum, Germany

    Sergio Albeverio

  2. Fakultät für Physik, Universilät Bielefeld, Postfach 86 40, 4800, Bielefeld 1, Germany

    Philip Blanchard  & Ludwig Streit  & 

  3. Centrum voor Wiskunde en Informatica, Kruislaan 413, Postbus 4079, 1098 SJ, Amsterdam, The Netherlands

    Michiel Hazewinkel

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© 1988 D. Reidel Publishing Company

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Hut, R., Olsder, G.J. (1988). An Application of Adaptive Optimal Control. In: Albeverio, S., Blanchard, P., Hazewinkel, M., Streit, L. (eds) Stochastic Processes in Physics and Engineering. Mathematics and Its Applications, vol 42. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-2893-0_10

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  • DOI: https://doi.org/10.1007/978-94-009-2893-0_10

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-010-7803-0

  • Online ISBN: 978-94-009-2893-0

  • eBook Packages: Springer Book Archive

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