Abstract
This paper presents solution of the optimal linear-quadratic controller problem for unobservable integral Volterra systems with continuous/discontinuous states under deterministic uncertainties, over continuous/discontinuous observations. Due to the separation principle for integral systems, the initial continuous problem is split into the optimal minmax filtering problem for integral Volterra systems with deterministic uncertainties over continuous/discontinuous observations and the optimal linear-quadratic control (regulator) problem for observable deterministic integral Volterra systems with continuous/discontinuous states. As a result, the system of the optimal controller equations are obtained, including the linear equation for the optimally controlled minmax estimate and two Riccati equations for its ellipsoid matrix (optimal gain matrix of the filter) and the optimal regulator gain matrix. Then, in the discontinuous problems, the equation for the optimal controller and the equations for the optimal filter and regulator gain matrices are obtained using the filtering procedure for deriving the filtering equations over discontinuous observations proceeding from the known filtering equations over continuous ones and the dual results in the optimal control problem for integral systems. The technical example illustrating application of the obtained results is finally given.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.