Abstract
Consideration was given to the problem of optimal observation which accompanies the problem of optimal control under multiple uncertainties using feedforward, feedback and combined, closable and closed, loops. Sets of the initial and current preposterior distributions of the terminal state of the dynamic system were introduced. Problems of linear programming were formulated to evaluate these sets. Positional solution of the optimal observation problem which may be used for positional solution of the optimal control problem under multiple uncertainties was established relying on the current preposterior distribution. A method of positional solution of the optimal observation problem using the optimal estimator which in real time generates the current values of the positional solution was proposed. The results obtained were illustrated by an example.
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Original Russian Text © R. Gabasov, F.M. Kirillova, E.I. Poyasok, 2009, published in Avtomatika i Telemekhanika, 2009, No. 8, pp. 70–83.
This work was supported by the Belarus Republican Foundation for Basic Research, project no. F08R-056.
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Gabasov, R., Kirillova, F.M. & Poyasok, E.I. Optimal preposterior observation of dynamic systems. Autom Remote Control 70, 1327–1339 (2009). https://doi.org/10.1134/S0005117909080062
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DOI: https://doi.org/10.1134/S0005117909080062