About the Optimal Dual Control Algorithm of Observation of Two Normal Markov Sequences in Infinite Interval

Shamil M. Ihsanov

doi:10.1615/JAutomatInfScien.v33.i1.80

Journal of Automation and Information Sciences

Editor chefe: Arkadiy A. Chikriy (open in a new tab)

Editor associados: Vyacheslav F. Gubarev (open in a new tab) Yuriy P. Kondratenko (open in a new tab) Nonna V. Turovyerova (open in a new tab)

Publicou 12 edições por ano

ISSN Imprimir: 1064-2315

ISSN On-line: 2163-9337

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About the Optimal Dual Control Algorithm of Observation of Two Normal Markov Sequences in Infinite Interval

Volume 33, Edição 1, 2001, 5 pages

DOI: 10.1615/JAutomatInfScien.v33.i1.80

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Shamil M. Ihsanov
Ukrainian Radiotechnical Institute, Nikolayev

RESUMO

The problem of control of observation of two Gaussian sequences with the unknown variable in time means is discussed. A priori distributions of unknown parameters are also supposed Gaussian forming in time the first order Markov sequences. Compressing property of an operator translating optimal solution in n-th step to optimal solution in n — 1 step is proved and therefore its fixed point is the optimal solution for infinite interval of control.

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