Optimal feedback for a discrete system with perturbation compensation

zbMath0790.49019MaRDI QIDQ1316252

S. V. Prishchepova, P. V. Gaĭshun, Rafail Gabasov, Faina Mihaǐlovna Kirillova

Publication date: 22 March 1994

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

zbMATH Keywords

optimal estimator; inexact measurements of output signals

Mathematics Subject Classification ID

93C55: Discrete-time control/observation systems

93E10: Estimation and detection in stochastic control theory

49J15: Existence theories for optimal control problems involving ordinary differential equations

49J55: Existence of optimal solutions to problems involving randomness