Optimal Robust Control of Linear Systems by Inaccurate Measurements of Output Signals*

摘要

The problem of optimal control of linear nonstationary system subjected to disturbances, multiple uncertainties at the initial state and measurement errors of output signals is investigated. The general scheme of constructing in a real-time of optimal robust feedbacks with respect to output, which takes into account the possibility of closing the system and subsequent correcting control in the future time moments (the optimal closed-loop feedback), is proposed.