ITTC Project

Optimal and Adaptive Control of Stochastic Systems

Project Award Date: 07-01-2012


The control of linear stochastic systems with different cost functionals such as a long run average quadratic cost and an exponential of a quadratic cost is proposed. The systems will be allowed to be partially observed. Other noise processes are also proposed for use in the systems, such as discontinuous processes with correlated increments. Discrete time stochastic systems are proposed for investigation, particularly because they are models for numerical methods. The control of linear stochastic partial differential equations with boundary control and noise and other linear distributed parameter systems that are driven by an arbitrary fractional Brownian motion and that have finite time horizon or infinite horizon time quadratic cost functionals is proposed for investigation. The identification of parameters of a linear stochastic system with an arbitrary fractional Brownian motion is proposed to determine strong consistency and asymptotic normality of some families of estimators. An adaptive control problem for a partially known linear stochastic system driven by an arbitrary fractional Brownian motion is proposed for study extending the proposers results for a scalar linear system.


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

Student Investigator(s): Cody Clifton, Collin Eubanks, Yi Yan

Project Sponsors

Primary Sponsor(s): AFOSR

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.

ITTC Calendar
There are no upcoming events at this time.