UNCLASSIFIED 
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READ INSTRUCTIONS 
REPORT DOCUMENTATION PAGE BEFORE COMPLETING FORM 
T. REPORT NUMBER 2. GOVT ACCESSION NO, 3. RECIPIENT'S CATALOG NUMBER 
4397 
4. TITLE (and Subtitle) 5. TYPE OF REPORT & PERIOD COVERED 
CONTROL THEORY WITH APPLICATIONS TO NAVAL HYDRO- 
DYNAMICS: THE FIRST DAVID W. TAYLOR 
LECTURES -- APRIL 1972 
6. PERFORMING ORG. REPORT NUMBER 
7 8. CONTRACT OR GRANT NUMBER(a) 
AUTHOR(s) 
Reinier Timman (Technische Hogeschool, 
Delft, Netherlands) 
PERFORMING ORGANIZATION NAME AND ADDRESS 
10. PROGRAM ELEMENT, PROJECT, TASK 
AREA & WORK UNIT NUMBERS 
Work Unit 
4-1500-001-43/1509 
12. REPORT DATE 
December 1975 
13. NUMBER OF PAGES 
75 
15. SECURITY CLASS. (of thie report) 
UNCLASSIFIED 
11. CONTROLLING OFFICE NAME AND ADDRESS 
David W. Taylor Naval Ship R&D Center 
Bethesda, Md. 20084 
14. MONITORING AGENCY NAME & ADDRESS(if different from Controlling Office) 
DECL ASSIFICATION/ DOWNGRADING 
SCHEDULE 
15a. 
16. DISTRIBUTION STATEMENT (of this Report) 
Approved for Public Release: Distribution Unlimited 
17. DISTRIBUTION STATEMENT (of the abstract entered in Block 20, if different from Report) 
18. SUPPLEMENTARY NOTES 
Material contained in this report was presented in four lectures by 
Dr. Timman. Collation and technical editing was done by Dr. T. J. Langan, 
DINSRDC Code 1552. 
19. KEY WORDS (Continue on reverse side if necessary and identify by block number) 
Modern control theory Stochastic systems 
Calculus of variations Kalman-Bucy filter solution 
Method of dynamic programming 
20. ABSTRACT (Continue on reverse side if necessary and identify by block number) 
The lectures present an introduction to modern control theory. 
Calculus of variations is used to study the problem of determining the 
optimal control for a deterministic system without constraints and for one 
with constraints. The method of dynamic programming is also used to solve 
the unconstrained control problem. Stochastic systems are introduced, 
and the Kalman-Bucy filter is derived. 
DD , FORM , 1473. EDITION OF 1 Nov 65 1S OBSOLETE 
Ne S/N 0102-014- 6601 ee 
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