Optimal observation and control in linear systems
| Autor: | F. M. Kirillova, N. S. Pavlenok, R. Gabasov |
|---|---|
| Rok vydání: | 2006 |
| Předmět: |
Statistics and Probability
Mathematical optimization Dynamical systems theory Applied Mathematics General Mathematics Linear system Linear-quadratic regulator Optimal control Linear-quadratic-Gaussian control Linear dynamical system Nondeterministic algorithm Control theory A priori and a posteriori Mathematics |
| Zdroj: | Journal of Mathematical Sciences. 139:6835-6862 |
| ISSN: | 1573-8795 1072-3374 |
| DOI: | 10.1007/s10958-006-0396-z |
| Popis: | The paper consists of two parts. In Part I, we consider the optimal observation problem for a nondeterministic linear system by examining results of a deep processing of an output signal of a dynamical measurement device (sensor). The problem studied is an auxiliary problem for studying the optimal control problem for dynamical systems under set-uncertainty conditions in Part II. The methods for the construction of a posteriori, program, and positional solutions are described. The results are illustrated by examining an example of an optimal observation and control problem of a fourth-order mechanical system. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|