Algorithm for real-time optimization of incompletely determined linear control systems. II. Constantly acting perturbations
type: Item
instance of: scholarly article
title: Algorithm for real-time optimization of incompletely determined linear control systems. II. Constantly acting perturbations
zbMATH Open document ID: 0928.49026
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: In the first part of this article [Autom. Remote Control 54, No. 4, pt. 1, 555-563 (1993); translation from Avtom. Telemekh. 1993, No. 4, 34-43 (1993; Zbl 0813.49028)], we investigated the problem of guaranteed optimization of a control system with indefiniteness in the initial state. In practice, it is typical to have, in additional to perturbations in the initial state, perturbations that act on the system throughout the period of its operation. Probabilistic models of constantly acting perturbations have been studied in depth within the framework of stochastic optimal control and a theory of optimal control with allowance for multivariate perturbations began to be developed (see the References). In this paper, we construct algorithms for the operation of estimators and a controller that provides optimal control in real time for a linear dynamic system under the influence of constantly acting perturbations.
Mathematics Subject Classification ID: 49M05
Mathematics Subject Classification ID: 93C05
Mathematics Subject Classification ID: 49N30
Mathematics Subject Classification ID: 49N35
zbMATH DE Number: 584247
zbMATH Keywords: incompletely determined linear control systems
zbMATH Keywords: unknown perturbations
zbMATH Keywords: constantly acting perturbations
zbMATH Keywords: optimal control in real time
zbMATH Keywords: linear dynamic system
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 584247