Synthesis of minimax linear stochastic control under random perturbations represented as finite expansion

被引：0

作者：

Gridasov, I.P. ^{[1
]}

机构：

[1] NII Priborostroeniya, Moscow, Russia

来源：

Avtomatika i Telemekhanika | 1993年 / 02期

关键词：

Automation - Control systems - Correlation methods - Correlation theory - Differential equations - Expansion;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

By means of correlation theory the problem of synthesis of minimax linear stochastic control under random perturbations represented as finite canonical expansion with correlation properties incompletely defined is stated and solved. The existence of saddle point in game to which initial problem is reduced is proved. The properties of saddle solution are investigated. Correctness of 'separation theorem' is discussed.

引用

页码：113 / 126