Abstract
The problem of optimal non-linear stochastic systems control on the basis of information criteria use is solved. A theorem is introduced proving the possibility of reducing partial derivatives equation solution to the integration of common differential equations. On the example of Shannon criterion the control of a dynamic object is synthesized. Numerical results are obtained illustrating the efficiency of the suggested approach practical use.
Similar content being viewed by others
References
S. V. Sokolov, “On the stochastic optimal control on the basis of non-linear probabilistic criteria synthesis problem solution,” PMM 60, No. 4 (1996).
V. Yu. Tertychniy-Dauri, Stochastic Mechanics (Factorial Press, Moscow, 2001) [in Russian].
V. V. Hutortsev, S. V. Sokolov, and P. S. Shevtchuk, Modern Principles of Control and Filtering in Stochastic Systems (Radio i Svyaz’, Moscow, 2001) [in Russian].
A. Ya. Gorodetskii, Information Systems. Probabilistic Models and Statistical Solutions (Saint-Petersburg State Iniversity, 2003) [in Russian].
T. K. Sirazetdinov, Distributed Parameters Systems Optimization (Nauka, Moscow, 1977) [in Russian].
I. Ye. Kazakov, Statistical Theory of Control Systems in the States Space (Nauka, Moscow, 1975) [in Russian].
V. S. Pugachev and I. N. Sinitsyn, Stochastic Differential Systems (Nauka, Moscow, 1985) [in Russian].
V. I. Tikhonov and A. M. Mironov, Markovian Processes (Sov. Radio, Moscow, 1977) [in Russian].
Author information
Authors and Affiliations
Additional information
Original Russian Text © V.A. Pogorelov, 2007, published in Izv. Vyssh. Uchebn. Zaved., Radioelektron., 2007, Vol. 50, No. 9, pp. 4–11.
About this article
Cite this article
Pogorelov, V.A. The use of Gaussian approximation for the solution of suboptimal control of radio system state vector problem. Radioelectron.Commun.Syst. 50, 466–472 (2007). https://doi.org/10.3103/S0735272707090026
Received:
Issue Date:
DOI: https://doi.org/10.3103/S0735272707090026