M. M. Khrustalev, A. S. Khalina, “Optimal controller synthesis for linear stochastic systems with incomplete information regarding the state. Necessary conditions and numerical methods”, Avtomat. i Telemekh., 2014, Issue 11,Pages <nobr>70

This article is cited in 3 papers

Stochastic Systems, Queuing Systems

Optimal controller synthesis for linear stochastic systems with incomplete information regarding the state. Necessary conditions and numerical methods

M. M. Khrustalev^ab, A. S. Khalina^ba

^a Blagonravov Institute of Mechanical Engineering, Russian Academy of Sciences, Moscow, Russia
^b Moscow Aviation Institute (National Research University), Moscow, Russia

Abstract: Necessary optimality conditions for a linear incomplete feedback controller for stochastic systems operating on an unbounded time interval are proved. Numerical methods for optimal controller synthesis that ensure the system's stability and cost optimality of stabilization with respect to a given criterion are proposed. The stabilization problem for an orbit of an Earth satellite under disturbances and different compositions of measurements is considered.

Presented by the member of Editorial Board: A. V. Nazin

Received: 23.04.2013