Suboptimal finite-dimensional controller for distributed plants. II: Control of stochastic plants with incomplete and inexact measurements (Q1079537)

[For part I see Autom. Remote Control 45, 453-462 (1984; Zbl 0572.93041)]. The problem is the control of a linear stochastic plant with distributed parameters of parabolic type on the basis of incomplete, noisy measurements. The solution of this problem for general infinite dimensional systems is of course well known [see the reviewer and \textit{A. Ichikawa}, SIAM, J. Control optimization 15, 367-383 (1977; Zbl 0359.60076)], but this paper proposes a sequence of suboptimal, finite- dimensional controllers and shows that they converge to the optimal infinite dimensional controller. Estimates of the accuracy of these suboptimal controllers are also discussed.