A new approach to problem of stochastic optimization of linear dynamic systems with parametric uncertainties

1Novikov, AV, 2Yatsenko, VA
1Yangel Yuzhnoye State Design Office, Dnipropetrovsk, Ukraine
2Space Research Institute of the National Academy of Sciences of Ukraine and the State Space Agency of Ukraine, Kyiv, Ukraine
Kosm. nauka tehnol. 2006, 12 ;(2-3):083-097
Publication Language: Russian
We propose a new approach to solving a number of optimization problems of linear dynamic systems with parametric uncertainties. The approach is based on application of tensor formalism for construction of mathematical models of parametric uncertainties. Within the framework of the approach the following problems are considered: states prediction and data processing, optimal control etc. The efficiency of the methods proposed is illustrated by the results of computational simulation.
Keywords: optimization, parametric uncertainties, tensor formalism
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