Synthesis of suboptimal control of stochastic systems using a prognosing model (Q1371066)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Synthesis of suboptimal control of stochastic systems using a prognosing model |
scientific article |
Statements
Synthesis of suboptimal control of stochastic systems using a prognosing model (English)
0 references
27 June 1999
0 references
A scalar stochastic differential equation with a control minimizing a quadratic functional under the measurement of an observation process is considered. The minimization is performed according to an algorithm used for optimal control with a prognosing model. The analysis is focused on the construction of a solution for the equation of the free motion using an interpolation algorithm corresponding to some given quantities. The suboptimal control computation is based on the approximate solution and the selection of the interpolation points which minimizes the errors. An example is added.
0 references
optimal control
0 references
prognosing model
0 references
interpolation algorithm
0 references
suboptimal control
0 references
