Operational-optimal finite-dimensional dynamic controller of the stochastic differential plant's state according to its output. I: General nonlinear case

DOI10.1134/S1064230722050124MaRDI QIDQ2695099

E. A. Rudenko

Publication date: 30 March 2023

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Related Items (2)

Operational absolutely optimal dynamic control of the stochastic differential plant's state by its output ⋮ Optimal finite-dimensional controller of the stochastic differential object's state by its output. I: Incomplete precise measurements

Cites Work

• Optimal control of nonlinear probabilistic systems on the basis of an incomplete state vector
• Estimation of state and of parameters of continuous nonlinear systems
• Optimal structure of continuous nonlinear reduced-order Pugachev filter
• Optimization of automatic tracking systems of air objects based on local quadratic-biquadratic functionals. II: Study of the efficiency of the method
• On the Relation of Zakai’s and Mortensen’s Equations
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