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Avtomatika i Telemekhanika, 1984, Issue 7, Pages 58–68 (Mi at4774)  
Stochastic Systems

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

A. A. Pervozvanskiia, N. V. Solonina

a Leningrad
Full-text PDF (1327 kB)
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.

Received: 21.04.1983
Bibliographic databases:
Document Type: Article
UDC: 62-505.5
Language: Russian
Citation: A. A. Pervozvanskii, N. V. Solonina, “A suboptimal finite-dimensional controller for a distributed plant. II. Control of a stochastic plant with incomplete and inaccurate measurements”, Avtomat. i Telemekh., 1984, no. 7, 58–68; Autom. Remote Control, 45:7 (1984), 867–876
Citation in format AMSBIB
\Bibitem{PerSol84}
\by A.~A.~Pervozvanskii, N.~V.~Solonina
\paper A suboptimal finite-dimensional controller for a distributed plant.~II. Control of a stochastic plant with incomplete and inaccurate measurements
\jour Avtomat. i Telemekh.
\yr 1984
\issue 7
\pages 58--68
\mathnet{http://mi.mathnet.ru/at4774}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=795663}
\zmath{https://zbmath.org/?q=an:0597.93063}
\transl
\jour Autom. Remote Control
\yr 1984
\vol 45
\issue 7
\pages 867--876
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