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Vestnik Samarskogo Universiteta. Estestvenno-Nauchnaya Seriya, 2022, Volume 28, Issue 3-4, Pages 32–39
DOI: https://doi.org/10.18287/2541-7525-2022-28-3-4-32-39 (Mi vsgu687) 		 
Mathematics

Reduction of the optimal tracking problem in the presence of noise

V. A. Sobolevab

a Samara National Research University, Samara, Russian Federation
b Federal Research Center "Computer Science and Control" of the Russian Academy of Sciences (FRC CSC RAS), Moscow, Russian Federation
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DOI: https://doi.org/10.18287/2541-7525-2022-28-3-4-32-39
Abstract: In this paper, the decomposition method based on the theory of fast and slow integral manifolds is used to analyze the optimal tracking problem. We consider a singularly perturbed optimal tracking problem with a given reference trajectory in the case of incomplete information about the state vector in the presence of random external perturbations.
Keywords: singular perturbations, integral manifolds, integral manifold, optimal tracking, asymptotic expansion, differential equations, fast variables, slow variables.
Funding agency Grant number
Russian Science Foundation 21-11-00202
The work was carried out with the financial support of the Russian scientific fund within the framework of the scientific project № 21-11-00202, https://rscf.ru/project/21-11-00202/.
Received: 12.09.2022
Revised: 25.11.2022
Accepted: 05.12.2022
Document Type: Article
UDC: 517.928
Language: Russian
Citation: V. A. Sobolev, “Reduction of the optimal tracking problem in the presence of noise”, Vestnik SamU. Estestvenno-Nauchnaya Ser., 28:3-4 (2022), 32–39
Citation in format AMSBIB
\Bibitem{Sob22}
\by V.~A.~Sobolev
\paper Reduction of the optimal tracking problem in the presence of noise
\jour Vestnik SamU. Estestvenno-Nauchnaya Ser.
\yr 2022
\vol 28
\issue 3-4
\pages 32--39
\mathnet{http://mi.mathnet.ru/vsgu687}
\crossref{https://doi.org/10.18287/2541-7525-2022-28-3-4-32-39}
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    		Вестник Самарского государственного университета. Естественнонаучная серия
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