Optimal Observation during Control of Dynamic Systems under Uncertainty
| Authors: | Kirillova Faina, Institute of Mathematics, NASB, Belarus
Gabasov Rafail, Belorussian State University, Belarus
Dmitruk Natalia, Institute of Mathematics, NASB, Belarus |
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| Topic: | 2.1 Control Design |
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| Session: | Optimality Issues in Control |
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| Keywords: | uncertain linear systems, optimal estimation, algorithms, on-line control |
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Abstract
A linear uncertain system with bounded unknown initial states, disturbances and errors of a sensor isinvestigated. Optimal observation problems are introduced the solutions of which give estimates sufficient to construct in real-time optimal guaranteeing controls to the terminal control problem underuncertainty. The algorithms suggested are based on the previous results of the authors on fast methods of optimization and develop them on new situations. Results are illustrated on the example of optimal control for the forth order system.
