ITTC Project


Studies in Adaptive and Optimal Control of Stochastic Systems

Project Award Date: 09-01-2014



Description

The adaptive and the optimal control of stochastic systems are major areas for research in control theory and some important problems are proposed for explicit solutions to enable implementation of optimal controllers and determination of the quality of suboptimal controls. The stochastic systems include linear, nonlinear, finite and infinite dimensional. The systems have noise processes that include arbitrary fractional Brownian motions and other processes because these
noises are identified empirically. Likewise a family of stochastic differential games with general noise processes is proposed to determine explicit optimal control strategies. The nonlinear controlled stochastic systems that evolve in some well known geometric spaces, particularly symmetric spaces, are to be solved explicitly. Likewise stochastic differential games are proposed for explicit solutions. Some topics in random matrices are proposed using the geometry
of these matrices. Adaptive control of linear stochastic systems with arbitrary fractional Brownian motions is proposed using explicit optimal controls. The explicit optimal controls for nonlinear systems should make adaptive control problems tractable. The convergence of numerical solutions of continuous time identification algorithms for estimation of parameters for linear systems with fractional Brownian motions is proposed.


Investigators

Faculty Investigator(s): Tyrone Duncan (PI), Bozenna Pasik-Duncan

Student Investigator(s): Jonathan Bush, Alec Knutsen, Yi Yan


Partner with ITTC

The Information and Telecommunication Technology Center at the University of Kansas has developed several assistance policies that enhance interactions between the Center and local, Kansas, or national companies. 

ITTC assistance includes initial free consulting (normally one to five hours). If additional support is needed, ITTC will offer one of the following approaches: 

Sponsored Research Agreement

Individuals and organizations can enter into agreements with KUCR/ITTC and provide funds for sponsored research to be performed at ITTC with the assistance of faculty, staff and students.

Licensing and Royalty/Equity Agreement

An ITTC goal is the development of investment-grade technologies for transfer to, and marketing by, local, Kansas, and national businesses. To enhance this process, the Center has developed flexible policies that allow for licensing, royalty, and equity arrangements to meet both the needs of ITTC and the company.

Commercialization Development

Companies with a technology need that can be satisfied with ITTC's resources can look to us for assistance. We can develop a relationship with interested partners that will provide for the development of a technology suited for commercialization.

ITTC Resource Access

ITTC resources, including computers and software systems, may be made available to Kansas companies in accordance with the Center's mission and applicable Regents and University policies.

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