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Gershwin, S. B.

Publications and source records attributed to Gershwin, S. B..

15 records
All sourcesNASA NTRSDOE OSTI
NASA NTRS1977

The uncertainty threshold principle - Some fundamental limitations of optimal decision making under dynamic uncertainty

This note shows that the optimal control of dynamic systems with uncertain parameters has certain limitations. In particular, by means of a simple scalar linear-quadratic optimal control example, it is shown that the infinite horizon solution does not exist if the parameter uncertainty exceeds a certain quantifiable threshold; we call this the uncertainty threshold principle. The philosophical and design implications of this result are discussed.

Athans, M.↗
NASA NTRS1977

The Uncertainty Threshold Principle: Some Fundamental Limitations of Optimal Decision Making Under Dynamic Uncertainity

This note shows that the optimal control of dynamic systems with uncertain parameters has certain limitations. In particular, by means of a simple scalar linear-quadratic optimal control example, it is shown that the infinite horizon solution does not exist if the parameter uncertainty exceeds a certain quantifiable threshold; we call this the uncertainty threshold principle. The philosophical and design implications of this result are discussed.

Athans, M.↗
NASA NTRS1976

Status report on the generalized likelihood ratio failure detection technique, with application to the F-8 aircraft

The generalized likelihood ratio technique, a scheme for detecting and identifying abrupt changes in dynamic systems, is described in detail. Attention is given to distinguishability, detectability, and sensitivity to modeling errors. This failure detection technique is applied to a two-dimensional model of the F-8, flying at Mach .6 at 20,000 ft. in cumulus clouds.

Bueno, R.↗
NASA NTRS1976

The uncertainty threshold principle - Fundamental limitations of optimal decision making under dynamic uncertainty

The fundamental limitations of the optimal control of dynamic systems with random parameters are analyzed by studying a scalar linear-quadratic optimal control example. It is demonstrated that optimum long-range decision making is possible only if the dynamic uncertainty (quantified by the means and covariances of the random parameters) is below a certain threshold. If this threshold is exceeded, there do not exist optimum decision rules. This phenomenon is called the 'uncertainty threshold principle'. The implications of this phenomenon to the field of modelling, identification, and adaptive control are discussed.

Athans, M.↗