An Overview of Filtering and Stochastic Control in Dynamic Systems

摘要: Publisher Summary This chapter discusses the control of a stochastic, dynamic system in some optimal fashion using imperfect measurement data. The problem can be regarded as complete mathematical description realistic problems. It constitutes about which it is difficult to obtain any meaningful insights. Although feedback used compensate for un-modeled errors and inputs, most controllers are designed analyzed deterministic context. Control theory has application variety areas. existence “system” assumed this must controlled achieve prescribed objective. inputs based on observations variables that describe system. policy utilized priori knowledge characteristics, time history output variables, input variables.