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This paper presents the optimal regulator for a linear system with time delay in control input and a quadratic criterion. The optimal regulator equations are obtained using the duality principle, which is applied to the optimal filter for linear systems with time delay in observations. Performance of the obtained optimal regulator is verified in the illustrative example against the best linear regulator...
This paper designs a discrete-time filter for nonlinear polynomial systems driven by additive white Gaussian noises over linear observations. The solution is obtained by computing the time-update and measurement-update equations for the state estimate and the error covariance matrix. A closed form of this filter is obtained by expressing the conditional expectations of polynomial terms as functions...
The optimal exponential-quadratic control problem is considered for stochastic Gaussian systems with polynomial bilinear drift terms and intensity parameters multiplying diffusion terms in the state equation. The closed-form optimal control algorithm is obtained using a quadratic value function as a solution to the corresponding Hamilton-Jacobi-Bellman equation. The performance of the obtained risk-sensitive...
Nanomechanics has been drastically developed; in particular, the possibility of objects manipulation at nanometric scale was demonstrated (T Junno et al., 1995), following by development of nanoelectromechanic systems (NEMS) allowing control and manipulation of nanoobjects (M. Porto et al., 2000). Novel nanomechanisms, which could be based on the nanotubes with only one energy potential of interaction...
The optimal exponential-quadratic control problem and exponential mean-square filtering problems are considered for stochastic Gaussian systems with polynomial first degree drift terms and intensity parameters multiplying diffusion terms in the state and observations equations. The closed-form optimal control and filtering algorithms are obtained using quadratic value functions as solutions to the...
This paper presents an optimal filter for a continuous dynamic system with continuous, multirate and randomly sampled measurements. Using the optimal filtering theory for the Ito-Volterra systems with discontinuous measure, the optimal filter for linear state space model with continuous and discrete measurements is rigorously derived, and several known results are recovered, including the Kalman-Bucy...
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