Computation of suboptimal randomized strategies for steering the random motion of a point under partial observation |
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Authors: | Y. Yavin |
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Affiliation: | (1) National Research Institute for Mathematical Sciences, CSIR, Pretoria, South Africa |
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Abstract: | Consider the random motion in the plane of a pointM, whose velocityv=(v1,v2) is perturbed by an 2-valued Gaussian white noise. Only noisy nonlinear observations taken on the point location (state) are available toM. The velocityv is of the formv(y)= u (u1,u2) y(du), wherey denotes the value of the observed signal,U is the range of the velocity, and, for eachy, y is a probability measure on (U). Using the available observations, the pointM wishes to steer itself into a given target set by choosing a randomized strategy ={ y:y 2}. Sufficient conditions on weak optimal randomized strategies are derived. An algorithm for computing weak suboptimal randomized strategies is suggested, and the strategies are computed for a variety of cases.This work was partially supported by a grant from Control Data. |
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Keywords: | Random motion randomized strategies partial observations Gaussian white noise probability measures optimal randomized strategies |
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