Optimal control based on a preposteriori estimates of set-membership uncertainty. (Optimal control based on a pre-posteriori estimate of set-membership uncertainty.) (English. Russian original) Zbl 1232.49031
Autom. Remote Control 72, No. 1, 74-87 (2011); translation from Avtom. Telemekh. 2011, No. 1, 80-94 (2011).
Summary: We consider the optimal control problem for a linear nonstationary dynamical system under set-membership uncertainty with a combined discrete closable loop. Our solution is based on an a pre-posteriori analysis of the surveillance and control subsystems. Based on the surveillance subsystem analysis, we introduce closures and construct an optimal closable program (a pre-posteriori analysis of the control subsystem) that yields a positional solution for the optimal control problem. We present an optimal control quasi-realization method with optimal estimators and a real-time controller. We illustrate our results with an example.
MSC:
| 49K45 | Optimality conditions for problems involving randomness |
| 93E20 | Optimal stochastic control |
| 60H10 | Stochastic ordinary differential equations (aspects of stochastic analysis) |
Keywords:
linear nonstationary dynamical system; set-membership uncertainty with a combined discrete closable loop; positional solutionReferences:
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