CAUTIOUS OPTIMAL TRACKING OF ARMAX MODEL AND ITS SUPERVISION

摘要

In [6] stochastic optimal control was developed for any linear system modeled by an ARMAX model. In this contribution stochastic optimal tracking of such a system is described. Obtained tracking rule is able to control systems with non-precisely known parameters. A supervision technique, based on a set of Kalman-like filters, for systems whose parameters are unknown, but bounded by intervals is shown.