B.I. Ananyev. Observation control problem for differential equations

Online First 2025

MSC: 93B99

https://doi.org/10.21538/0134-4889-2025-31-3-fon-02

(Full text)

Funding Agency: The work was performed as part of research conducted in the Ural Mathematical Center with the financial support of the Ministry of Science and Higher Education of the Russian Federation (Agreement number 075-02-2025-1549).

We consider a controlled linear differential equation. The controller must transfer the initial state x0 of the equation to a given final state xT. This process is followed by the observer, who tries to determine xT but does not know the state vector of the equation and obtains information via the vector y(t) connected with x(t). With the aid of the signal y(t), the observer can determine an information set containing xT. In the case of special constraints for controls (or disturbances from the point of view of the observer), the information set becomes the ellipsoid, the parameters of which are described by the system of differential equations. In the game, the controller, who is the main player, endeavors to accomplish its task and maximize the information set simultaneously. An example is considered.

Keywords: guaranteed estimation, information set, reachable set, observation control.

Received April 25, 2025

Revised May 12, 2025

Accepted May 12, 2025

Published online June 19, 2025

Boris Ivanovich Ananyev, Dr. Phys.-Math. Sci., Krasovskii Institute of Mathematics and Mechanics of the Ural Branch of the Russian Academy of Sciences, Yekaterinburg, 620108 Russia,
e-mail: abi@imm.uran.ru.

Cite this article as: B.I.Ananyev. Observation control problem for differential equations. Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2025. https://doi.org/10.21538/0134-4889-2025-31-3-fon-02