Prediction of extremal values of phase variables of stochastic systems

MaRDI QIDQ1112000zbMATH OpenFDO

Authors A. N. Balabushkin, F. B. Gul'ko

Publication date 1988

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

approximate estimateslinear dynamic plantsmall random perturbations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inference from stochastic processes and prediction (62M20) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Review text

The minimum (maximum) value of the coordinate of a linear dynamic plant is estimated on the path of its subsequent motion predicted with allowance for the effect of small random perturbations. The obtained approximate estimates can be used for controlling plants with constrained phase variables.

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Cited in

(1)

• Forecasting of the state of a dynamic object at the time of reaching the boundary under small perturbations

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