Application of Conditional-Optimal Filter for Synthesis of Suboptimal Control in the Problem of Optimizing the Output of a Nonlinear Differential Stochastic System

We propose a suboptimal solution for the control problem for the Ito diffusion process and linear controlled output with a quadratic quality criterion for the case of indirect observations of the state. We use the previously obtained solution of the problem with complete information, the concept of...

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Vydané v:	Automation and remote control Ročník 81; číslo 11; s. 1963 - 1973
Hlavný autor:	Bosov, A. V.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Moscow Pleiades Publishing 01.11.2020
Predmet:	639/301/1034/1035 639/925/357/995 CAE) and Design Calculus of Variations and Optimal Control; Optimization Computer-Aided Engineering (CAD Control Mathematics Mathematics and Statistics Mechanical Engineering Mechatronics Robotics Systems Theory Topical-Issue stochastic differential system stochastic filtering Monte Carlo method optimal control stochastic differential equation conditionally optimal filtering
ISSN:	0005-1179, 1608-3032
On-line prístup:	Získať plný text
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