Algorithm for real-time optimization of incompletely determined linear control systems. I: Indefinite initial state (Q1324030): Difference between revisions
From MaRDI portal
Removed claims |
Set profile property. |
||
(One intermediate revision by one other user not shown) | |||
Property / author | |||
Property / author: Rafail Gabasov / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Faina Mihaǐlovna Kirillova / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Latest revision as of 03:56, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Algorithm for real-time optimization of incompletely determined linear control systems. I: Indefinite initial state |
scientific article |
Statements
Algorithm for real-time optimization of incompletely determined linear control systems. I: Indefinite initial state (English)
0 references
24 July 1994
0 references
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.
0 references
optimal control
0 references
linear time-invariant system
0 references
nonlinear programming
0 references