| Abstrakt: |
The problem of synthesizing the average-optimal control law for a dynamic plant subjected to random disturbances is considered. In this case, only the output of the plant is available for measurement. In order to find a control law realizable at promptly, taking into account the entire history of measurements, it is proposed to look for it in the form of the dynamic controller output of the chosen finite order. To get it quickly, a variable (current) loss functional, taking into account the costs of developing the control, is used rather than a constant (terminal) functional. Finding the structure of the controller is reduced to optimizing the conditional expectation of the Hamilton function stochastic analog, and the truncated a posteriori probability density that determines it is found by solving the Cauchy problem for a partial differential integro-differential equation. In the second part of the article, we will consider a special case of synthesizing such a control for a linear plant with a quadratic-biquadratic optimality criterion. [ABSTRACT FROM AUTHOR] |
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