On the Optimal Tracking Problem

DOI10.1137/0330026MaRDI QIDQ3988953zbMATH OpenOpenAlexFDO

Authors Ofer Zeitouni, Moshe Zakai

Publication date 28 June 1992

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0330026

zbMATH Keywords

applicationsoptimal controlsuboptimal tracker

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

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• On a method of pursuit in ``tracks
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• Lower information bounds in the problem of adaptive tracking for a linear, discrete stochastic object
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• Optimal waveform selection for tracking systems
• Asymptotic optimal tracking: feedback strategies
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• Tracking the output of a poorly known markov process
• Sequential tracking of an unobservable two-state Markov process under Brownian noise
• Pathwise Optimality for Benchmark Tracking
• Resource-saving tracking problem with infinite time horizon
• On optimal control in the problem of long-run tracking the exponential Ornstein-Uhlenbeck process
• Analysis of local operators applied to discrete tracking problems
• Optimal output tracking control for nonlinear systems via successive approximation approach
• Active pointing control for short range free-space optical communication

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