On the optimal control of stochastic linear systems with contaminated partial observations (Q1367937): Difference between revisions
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Revision as of 04:06, 5 March 2024
scientific article
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| English | On the optimal control of stochastic linear systems with contaminated partial observations |
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On the optimal control of stochastic linear systems with contaminated partial observations (English)
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24 May 1998
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A robust version of the Kalman filter is developed for a time-discrete Gaussian model, where Gaussian distribution of the disturbances of the observations is contaminated by a small fraction of a symmetric distribution with heavy tails. The results are applied to solve an optimal control problem with partial contaminated observations. Simulation results are represented.
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Kalman filter
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contaminated observations
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robustness
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linear quadratic Gaussian problem
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