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Filters and Predictors

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Control Theory in Physics and other Fields of Science

Part of the book series: Springer Tracts in Modern Physics ((STMP,volume 215))

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Abstract

Suppose we have a system under control, described by dynamical equations of motion for the N-dimensional state vector X(t), and we have obtained an optimal deterministic control curve trajectory X*(t) and the corresponding optimum control u*(t) by the methods described in Chap. 7 by neglecting all noise terms, then we may write the desired evolution equation:

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Schulz, M. Filters and Predictors. In: Control Theory in Physics and other Fields of Science. Springer Tracts in Modern Physics, vol 215. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11374343_8

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  • DOI: https://doi.org/10.1007/11374343_8

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-29514-3

  • Online ISBN: 978-3-540-32417-1

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