On the optimal control of stochastic linear systems with contaminated partial observations (Q1367937)
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scientific article; zbMATH DE number 1069895
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| English | On the optimal control of stochastic linear systems with contaminated partial observations |
scientific article; zbMATH DE number 1069895 |
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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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0.8424131870269775
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0.826337456703186
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0.8144373893737793
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0.8009617924690247
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