Considers the problem of an aircraft moving in a perturbed atmosphere. The problem is described by a system of stochastic linear equations with a quadratic functional. Theorems are formulated for continuous dependence of the solution on control, for existence of an optimal solution and for convergence of the minimizing sequence to the optimal control. Methods are discussed for numerical implementation of the synthesis algorithms for optimal control according to the scheme of N.N. Moyseyev (1971).
Optimal control in a linear stochastic system (aircraft control)
Optimale Regelung in einem linearen stochastischen System (Regelung der Fluglage)
Soviet Journal of Computer and System Sciences ; 26 , 6 ; 147-152
1989
6 Seiten, 6 Quellen
Article (Journal)
English
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