STOCHASTIC CONTROL OF IHLINEARSYSTEMS AS DETERMINISTIC IDENTIFICATION EMBLEM

Document Type : Original Article

Author

Associate Professor, Department of Electrical & Computer, Higher Technological Institute, Ramadan 10th City, Egypt.

Abstract

In ea paper we present an alternative formulation for the control problem for a class of partially observed systems governed by bffmearstocehnic differe-ntial equations. The problem is described by three sett of stochastic differential equations: one for the systan to be controlled, one for the observer and one for the control proem whicktis driven by the obsaver. With this formadatian, the stochastic control problem can be converted into an equivalent (deterninistic) identification problem in which the controller parameters are the unknown Using variational arguments we derive the necessary coalitions for optimal idea-tification.Bastal on these necessary conditiOes, we propose ni iterative algaithm. for determining controller parameters along with some numerical simulations to illutruate the effectiveness of the proposed control scheme.

Keywords