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Avtomatika i Telemekhanika, 2014, Issue 11, Pages 70–87 (Mi at14143)  
This article is cited in 3 scientific papers (total 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. Khrustalevab, A. S. Khalinaba

a Blagonravov Institute of Mechanical Engineering, Russian Academy of Sciences, Moscow, Russia
b Moscow Aviation Institute (National Research University), Moscow, Russia
Full-text PDF (245 kB) Citations (3)
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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
English version:
Automation and Remote Control, 2014, Volume 75, Issue 11, Pages 1948–1963
DOI: https://doi.org/10.1134/S0005117914110058
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: 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, no. 11, 70–87; Autom. Remote Control, 75:11 (2014), 1948–1963
Citation in format AMSBIB
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\by M.~M.~Khrustalev, A.~S.~Khalina
\paper Optimal controller synthesis for linear stochastic systems with incomplete information regarding the state. Necessary conditions and numerical methods
\jour Avtomat. i Telemekh.
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\pages 70--87
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\jour Autom. Remote Control
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\vol 75
\issue 11
\pages 1948--1963
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  • https://www.mathnet.ru/eng/at/y2014/i11/p70
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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