Journal of Automation and Information Sciences
Published 12 issues per year
ISSN Print: 1064-2315
ISSN Online: 2163-9337
SJR:
0.173
SNIP:
0.588
CiteScore™::
2
Indexed in
About the Optimal Dual Control Algorithm of Observation of Two Normal Markov Sequences in Infinite Interval
Volume 33,
Issue 1, 2001,
5 pages
DOI: 10.1615/JAutomatInfScien.v33.i1.80
ABSTRACT
The problem of control of observation of two Gaussian sequences with the unknown variable in time means is discussed. A priori distributions of unknown parameters are also supposed Gaussian forming in time the first order Markov sequences. Compressing property of an operator translating optimal solution in n-th step to optimal solution in n 1 step is proved and therefore its fixed point is the optimal solution for infinite interval of control.
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