Operator formalization of the separation property for problems of guaranteed control-estimation (Q1594162)

The author proposes a formalization of the concept of separation for problems of guaranteed control and estimation in the case of linear systems whose performance is estimated by the value of a convex function. The consideration is restricted to a priori formulations, i.e., the admissible solving operations are assumed to be nonanticipating operators acting on the realizations of the observed signal, and the optimal operation chosen prior to the start of system functioning remains unchanged afterwards.