|Title||OPTIMAL FEEDBACK CONTROL LAW FOR A CLASS OF PARTIALLY OBSERVED UNCERTAIN DYNAMIC SYSTEMS: A MIN-MAX PROBLEM|
|Publication Type||Journal Article|
|Year of Publication||2011|
|Authors||AHMED N.U, M. MIAH SURUZ|
|Journal||Dynamic Systems and Applications|
|AMS Subject Classification||Differential Inclusion, Necessary Conditions of Optimality, Optimal Feedback Control Law, Uncertain Nonlinear Dynamic systems|
In this paper we consider a class of partially observed dynamic systems with measurement uncertainty and present a technique for design of optimal linear output feedback controls to minimize the maximum risk. This is then extended to cover systems with uncertainty in the measurement as well as in the dynamics. These results are presented in the form of necessary conditions of optimality. Theoretical results are illustrated by numerical examples.