MINIMAX TERMINAL LINEAR-CONTROL OF A LINEAR DYNAMIC SYSTEM WITH DISCRETE-TIME WHEN THERE IS INCOMPLETE INFORMATION ON THE PERTURBING PROCESSES

Authors
BOGDANOV SV GOLUBEV GA MURAVLEV VF
Citation
Sv. Bogdanov et al., MINIMAX TERMINAL LINEAR-CONTROL OF A LINEAR DYNAMIC SYSTEM WITH DISCRETE-TIME WHEN THERE IS INCOMPLETE INFORMATION ON THE PERTURBING PROCESSES, Journal of computer & systems sciences international, 34(1), 1996, pp. 40-49
Citations number
4
Categorie Soggetti
Controlo Theory & Cybernetics","Computer Science Theory & Methods
Journal title
Journal of computer & systems sciences international → ACNP
ISSN journal
10642307
Volume
34
Issue
1
Year of publication
1996
Pages
40 - 49
Database
ISI
SICI code
1064-2307(1996)34:1<40:MTLOAL>2.0.ZU;2-Q
Abstract
The problem of minimax terminal linear control of a linear dynamic sys tem when there is incomplete information on the perturbing processes a cting on it is considered. Constraints on the variances and conditions for mutual uncorrelatedness with the noise of the system and the obse rvation are imposed on the perturbing processes. The terminal criterio n is quadratic and of unit rank. The conditions of optimality (for a s addle point) are obtained, and iterative game processes [1] enabling o ne to solve the problem are developed.