Algorithm for real-time optimization of incompletely determined linear control systems. I: Indefinite initial state
type: Item
instance of: scholarly article
title: Algorithm for real-time optimization of incompletely determined linear control systems. I: Indefinite initial state
zbMATH Open document ID: 0813.49028
author: O. I. Kostyukova
author: Rafail Gabasov
author: Faina Mihaǐlovna Kirillova
published in: Automation and Remote Control
publication date: 1994-07-24T00:00:00Z
review text: The authors treat an optimal control problem for a linear time-invariant system with state constraints in which the initial state is unknown but assumed random with a known distribution. Information about the system is provided by an observation consisting of a linear transformation of the state corrupted by noise. An algorithm for constructing the feedback controller based on nonlinear programming techniques is developed. An illustrative example is provided.
Mathematics Subject Classification ID: 49M05
Mathematics Subject Classification ID: 93C05
Mathematics Subject Classification ID: 49N30
Mathematics Subject Classification ID: 49N35
zbMATH DE Number: 584228
zbMATH Keywords: optimal control
zbMATH Keywords: linear time-invariant system
zbMATH Keywords: nonlinear programming
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 584228