Stochastic Systems

A suboptimal finite-dimensional controller for a distributed plant. II. Control of a stochastic plant with incomplete and inaccurate measurements

A. A. Pervozvanskii^a, N. V. Solonina

^a Leningrad

Abstract: The design of a suboptimal finite-dimensional controller with incomplete and inaccurate measurements is described for a stochastic plant whose parameters are distributed and parabolic. The finite-dimensional approximations are proved to converge to optimal control with a quadratic criterion. Estimates of the rate of convergence are provided for the resultant sequence of control signal and for the error of the suboptimal criterion for a quadratic functional.

UDC: 62-505.5


Received: 21.04.1983

 English version: Automation and Remote Control, 1984, 45:7, 867–876

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