OPTIMAL FEEDBACK CONTROL LAW FOR A CLASS OF PARTIALLY OBSERVED UNCERTAIN DYNAMIC SYSTEMS: A MIN-MAX PROBLEM

TitleOPTIMAL FEEDBACK CONTROL LAW FOR A CLASS OF PARTIALLY OBSERVED UNCERTAIN DYNAMIC SYSTEMS: A MIN-MAX PROBLEM
Publication TypeJournal Article
Year of Publication2011
AuthorsAHMED N.U, M. MIAH SURUZ
JournalDynamic Systems and Applications
Volume20
Start Page149
Pagination19
Date Published2011
ISSN1056-2176
AMS Subject ClassificationDifferential Inclusion, Necessary Conditions of Optimality, Optimal Feedback Control Law, Uncertain Nonlinear Dynamic systems
Abstract

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.
PDFhttps://acadsol.eu/dsa/articles/20/11-DSA-31-01.pdf
Refereed DesignationRefereed