On the separation theorem of stochastic systems in the case of continuous observation channels with memory

S. V. Rozhkova, V. I. Rozhkova, V. V. Lasukov, E. V. Devyashina

Research output: Contribution to journalArticle

Abstract

The article proves the separation theorem for optimal control of stochastic systems in the case when an observed continuous-time process possess memory of arbitrary ration relating to a state vector.

Original languageEnglish
Article number012040
JournalJournal of Physics: Conference Series
Volume659
Issue number1
DOIs
Publication statusPublished - 19 Nov 2015

ASJC Scopus subject areas

  • Physics and Astronomy(all)

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  • Activities

    • 1 Participation in conference

    European Workshop on Advanced Control and Diagnosis

    Svetlana Vladimirovna Rozhkova (Participant)

    19 Nov 201520 Nov 2015

    Activity: Participating in or organising an event typesParticipation in conference

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