Про задачі оптимізації процесу спостереження
The tasks of constructing estimates of unknown parameters based on the results of incomplete measurements attract the constant attention of researchers. Although the subject of the theory of surveillance and filtering is known quite widely, and many provisions of this theory have acquired the charac...
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| Datum: | 2023 |
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| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | Ukrainian |
| Veröffentlicht: |
V.M. Glushkov Institute of Cybernetics of NAS of Ukraine
2023
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| Schlagworte: | |
| Online Zugang: | https://jais.net.ua/index.php/files/article/view/34 |
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| Назва журналу: | Problems of Control and Informatics |
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Problems of Control and Informatics| Zusammenfassung: | The tasks of constructing estimates of unknown parameters based on the results of incomplete measurements attract the constant attention of researchers. Although the subject of the theory of surveillance and filtering is known quite widely, and many provisions of this theory have acquired the character of classical results, the interest in this kind of tasks does not weaken due to the wide area of their application, which includes, in particular, economics, military affairs, and the theory of automatic control. The development of the theory of guaranteed observation for linear systems made it possible to move on to the study of problems of optimization of measurements or planning of an experiment. The connection of minimax and classical stochastic estimates allows us to apply both standard methods of the theory of experiment planning and some other results related to the optimization of the observation process within the framework of a guaranteed approach. The purpose of this work is to study the optimization of the observation process, to achieve the necessary optimality conditions, and to construct optimal dynamic meters with zero and non-zero initial conditions. The basis of mathematical research is the methods of convex and functional analysis, as well as the results of the theory of optimal control and the theory of minimax observations of linear dynamic systems. Formulated tasks of building optimal dynamic measuring devices and tasks of optimizing the observation process with different criteria. A theorem on the existence of a solution to these problems is proved. |
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