{"title":"Optimal Finite-Dimensional Controller of a Stochastic Differential Object’s State by Its Output. II. Stochastic Measurements and Separation Theorem","authors":"E. A. Rudenko","doi":"10.1134/s1064230724700059","DOIUrl":null,"url":null,"abstract":"<h3 data-test=\"abstract-sub-heading\">Abstract</h3><p>Consideration is continued of the problem of the inertial control law by the output synthesis of a continuous nonlinear stochastic object, which is optimal on average and on a finite time interval, and works with the desired speed. An algorithm for synthesizing the optimal structure of a dynamic controller of a selected finite order, obtained in the first part of the article for the case of accurate measurements of the control object’s state variables part, is presented. Its application is demonstrated in detail for the case when the state variables of the control object are measured with random errors. Using the example of a linear-quadratic-Gaussian problem, it is shown that the proposed controller of the corresponding order also satisfies the well-known separation theorem.</p>","PeriodicalId":50223,"journal":{"name":"Journal of Computer and Systems Sciences International","volume":null,"pages":null},"PeriodicalIF":0.5000,"publicationDate":"2024-08-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Computer and Systems Sciences International","FirstCategoryId":"94","ListUrlMain":"https://doi.org/10.1134/s1064230724700059","RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE","Score":null,"Total":0}
引用次数: 0
Abstract
Consideration is continued of the problem of the inertial control law by the output synthesis of a continuous nonlinear stochastic object, which is optimal on average and on a finite time interval, and works with the desired speed. An algorithm for synthesizing the optimal structure of a dynamic controller of a selected finite order, obtained in the first part of the article for the case of accurate measurements of the control object’s state variables part, is presented. Its application is demonstrated in detail for the case when the state variables of the control object are measured with random errors. Using the example of a linear-quadratic-Gaussian problem, it is shown that the proposed controller of the corresponding order also satisfies the well-known separation theorem.
期刊介绍：
Journal of Computer and System Sciences International is a journal published in collaboration with the Russian Academy of Sciences. It covers all areas of control theory and systems. The journal features papers on the theory and methods of control, as well as papers devoted to the study, design, modeling, development, and application of new control systems. The journal publishes papers that reflect contemporary research and development in the field of control. Particular attention is given to applications of computer methods and technologies to control theory and control engineering. The journal publishes proceedings of international scientific conferences in the form of collections of regular journal articles and reviews by top experts on topical problems of modern studies in control theory.
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