Resource-saving tracking problem with infinite time horizon |
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| Authors: | A. V. Kryazhimskiy V. I. Maksimov |
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| Affiliation: | (1) Department of Finance and Management Science, Norwegian School of Economics and Business Administration (NHH), Helleveien 30, 5045 Bergen, Norway;(2) Centre of Mathematics for Applications (CMA), University of Oslo, Oslo, Norway |
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| Abstract: | We consider the problem on the infinite-duration tracking of a prescribed trajectory of an inaccurately observed control system subjected to an unobservable dynamic disturbance. We construct a solution algorithm that is resource-saving in the sense that the control resources used for solving the problem for small noise values in the state observation channel are little different from the corresponding resources in the “ideal case” where the current values of the dynamic disturbance are available to direct observation. |
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