This paper addresses а terminal problem of optimal guaranteed control for a linear continuous system with disturbances whose output is measured with a bounded error. A problem for constructing an optimal multiple-closed control strategy is formulated, based on which the optimal multiple-closed measurement feedback is defined. Algorithms for calculating optimal strategies and implementing optimal closed feedback in real time are proposed.
Keywords: linear system, disturbances, measurements, robust optimal control, control strategy, feedback, computational algorithm
Received February 15, 2025
Revised April 17, 2025
Accepted April 21, 2025
Funding Agency: This work was supported by the National Program for Scientific Research of the Republic of Belarus “Convergence 2025” (project no. 1.2.04.1).
Natalia Mikhailovna Dmitruk, Cand. Sci. (Phys.-Math.), Belarusian State University, Minsk, 220030 Belarus, e-mail: dmitrukn@bsu.by
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Cite this article as: N.M. Dmitruk. Optimal multiple-closed measurement feedback in the linear optimal control problem. Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2025, vol. 31, no. 2, рp. 108–124.
