On the Separation Theorem of Stochastic Systems in the Case Of Continuous Observation Channels with Memory

12th European Workshop on Advanced Control and Diagnosis

Rozhkova, S.V.^1 ; Rozhkova, V.I.^1 ; Lasukov, V.V.^1 ; Devyashina, E.V.^1,2

Department of Higher Mathematics, Institute of Physics and Technology, National Research Tomsk Polytechnic University, Lenina 30, Tomsk

634050, Russia^1

Elite Technical Education, National Research Tomsk Polytechnic University, Lenina 30, Tomsk

634050, Russia^2

关键词: Channels with memory;    Continuous observation;    Continuous-time;    Optimal controls;    Separation theorem;    State vector;   

Others  :  https://iopscience.iop.org/article/10.1088/1742-6596/659/1/012040/pdf
DOI  :  10.1088/1742-6596/659/1/012040

来源: IOP

【 摘 要 】

The article proves the separation theorem for optimal control of stochastic systems in the case when an observed continuous-time process possess memory of arbitrary ration relating to a state vector.