In this paper, the ship's course keeping motion is represented by an Auto Regressive model (A. R. model) in the time series analysis and it is shown that the Akaike's FPE method is effective to the determination of the order of the model. This method is immediately applied to the estimation of spectra of some ship's motions and we designed one optimal controller using the Dynamic Programming.
According to our digital simulation, our controller shows some remarkable characteristics and in particular, through a smoother and a lower rudder motion than the manual or the present auto-pilot steering, ship's motions (especially Yawing and Rolling) are considerably reduced. This last point is expected to contribute to the development of the Direct Digital Control.