A Program Realization of the Theory of Conditionally Optimal Filtering and Conditionally Optimal Control in Problems of Analyzing and Synthesizing Linear Stochastic Controlled Systems

摘要

Algorithms and a brief description of a software package that realize conditionally optimal filtering and conditionally optimal control in multidimensional linear controlled stochastic systems described by ordinary differential equations are presented. An example of the use of the software to solve the problem of optimizing the control of the approach of two bodies in a plane is given.