The use of Gaussian approximation for the solution of suboptimal control of radio system state vector problem
DOI:
https://doi.org/10.3103/S0735272707090026Abstract
The problem of optimal non-linear stochastic systems control on the basis of information criteria use is solved. A theorem is introduced proving the possibility of reducing partial derivatives equation solution to the integration of common differential equations. On the example ofShannoncriterion the control of a dynamic object is synthesized. Numerical results are obtained illustrating the efficiency of the suggested approach practical use.
References
- S. V. Sokolov, “On the stochastic optimal control on the basis of non-linear probabilistic criteria synthesis problem solution,” PMM 60, No. 4 (1996).
- V. Yu. Tertychniy-Dauri, Stochastic Mechanics (Factorial Press, Moscow, 2001) [in Russian].
- V. V. Hutortsev, S. V. Sokolov, and P. S. Shevtchuk, Modern Principles of Control and Filtering in Stochastic Systems (Radio i Svyaz’, Moscow, 2001) [in Russian].
- A.Ya. Gorodetskii, Information Systems. Probabilistic Models and Statistical Solutions (Saint-Petersburg State Iniversity, 2003) [in Russian].
- T. K. Sirazetdinov, Distributed Parameters Systems Optimization (Nauka, Moscow, 1977) [in Russian].
- I. Ye. Kazakov, Statistical Theory of Control Systems in the States Space (Nauka, Moscow, 1975) [in Russian].
- V. S. Pugachev and I. N. Sinitsyn, Stochastic Differential Systems (Nauka, Moscow, 1985) [in Russian].
- V. I. Tikhonov and A. M. Mironov, Markovian Processes (Sov. Radio, Moscow, 1977) [in Russian].
Downloads
Published
2007-09-02
Issue
Section
Research Articles