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Journal of Automation and Information Sciences

年間 12 号発行

ISSN 印刷: 1064-2315

ISSN オンライン: 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

巻 33, 発行 1, 2001, 5 pages
DOI: 10.1615/JAutomatInfScien.v33.i1.80
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要約

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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