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JOURNALS // Problemy Peredachi Informatsii // Archive

Probl. Peredachi Inf., 2005 Volume 41, Issue 1, Pages 53–67 (Mi ppi88)

This article is cited in 7 papers

Methods of Signal Processing

Solution of Variational Dynamic Problems under Parametric Uncertainty

V. Yu. Tertychny-Dauri

St. Petersburg State University of Information Technologies, Mechanics and Optics

Abstract: The paper deals with a number of variational dynamic problems with parameters subject to unknown smooth drift in time. Solution schemes are considered using both the classical variational method and reduction of the original problem to a conditional nonholonomic adaptive optimal control problem. In the second case, a solution is found with the help of the dynamic programming method and a specially chosen adjustment algorithm for unknown parameters.

UDC: 621.391.1:517.97

Received: 26.07.2004


 English version:
Problems of Information Transmission, 2005, 41:1, 45–58

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© Steklov Math. Inst. of RAS, 2026