Status Report on Asymptotic Methods for the Analysis, Estimation, and Control of Stochastic Dynamic Systems

摘要

The basic scope of this grant is to carry out fundamental research in the analysis, control, and estimation of complex systems, with particular emphasis on the use of methods of asymptotic analysis and multiple time scales to decompose complex problems into interconnections of simpler ones. During the time period covered by this report, significant progress has been made in several areas, leading to important results and to promising directions for further research. The specific topics covered in this report are: Analysis of Systems Possessing Multiple Time Scales; and Control and Estimation.