OPTIMAL REAL-TIME CONTROL OF NONDETERMINISTIC MODELS ON IMPERFECT MEASUREMENTS OF INPUT AND OUTPUT SIGNALS

In the paper optimal guaranteed control problems for linear nonstationary dynamical systems under set-membership uncertainties are considered. It is supposed that in the course of control process states of control object are unknown and signals of two measurement devices are only available for use. The first of them implements incomplete and inexact measurements of input signals, the second one makes imperfect measurements of control object states (output signals) .By preposterior analysis an optimal output (combined) closable loop is defined. Realization of this loop (forming current values of control actions) is carried out by optimal estimators and optimal regulator. According to the separation principle of control and observation processes, optimal estimators generate in real time estimates of uncertainty using signals of measurement devices. By obtained estimates the optimal regulator produces current values of optimal loop in the same mode. Results are illustrated by examples.