Comparison of the quantile and guaranteeing approaches to system analysis

Kan, Yu. S.; Sysuev, A. V.

doi:10.1134/s0005117907010055

Cited by 3 publications

(1 citation statement)

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“…However, this statistical information is often not known. The results obtained in [8] show that, in the problem of the maximization of the probability functional in which the distribution of uncontrollable fac tors is known only up to a certain class, the uniform distribution is the worst case from the viewpoint of the value of the performance index (this is known as the uniformity principle [9]). This property allows us to consider the probability performance index in the case of the uniform distribution of random errors as guarantying in a certain sense.…”

Section: Introductionmentioning

confidence: 99%

One-parameter optimal correction problem for the trajectory of an aerial vehicle with respect to the probability criterion

Azanov

Kan

2016

J. Comput. Syst. Sci. Int.

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The correction problem of an aerial vehicle trajectory is considered. The mathematical model of the correction process is represented by a scalar stochastic control system with a probability terminal performance index. The system's state variable is the predicted miss of a single parameter of the aerial vehicle. It is assumed that the complete information about the state variable is available. The aim of the correction is to maximize the probability that the terminal miss does not exceed the pre scribed level. The execution errors of the designed correction impulse are distributed uniformly. Using dynamic programming, a procedure for the optimization of corrections of the aerial vehicle trajectory with respect to the probability performance index is developed, and this procedure is used to solve the one parameter optimal correction problem for the aerial vehicle for the case of N time steps. The resulting optimal control is compared to the known optimal controls with respect to other perfor mance indices.

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Section: Introductionmentioning

confidence: 99%