Control of Finite-State, Finite Memory Stochastic Systems
Control of Finite-State, Finite Memory Stochastic Systems
复制标题
有限状态、有限记忆随机系统的控制
DOI：
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发表时间：
1974
期刊：
影响因子：
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通讯作者：
N. Sandell
中科院分区：
文献类型：
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作者：
N. Sandell
讨论了具有不同数据库的多个控制器的广义随机控制问题。研究的载体是有限状态、有限记忆(FSFM)随机控制问题。通过推导一个等价的确定性最优控制问题，得到了最优性条件。通过等价确定性问题得到了FSFM最小原理。最小原理提出了一种数值优化算法--min-H算法。研究了极小原理的充分性与问题的信息性质之间的关系。以1位记忆假设检验问题为例，说明了控制论技术在信息处理问题中的应用。
A generalized problem of stochastic control is discussed in which multiple controllers with different data bases are present. The vehicle for the investigation is the finite state, finite memory (FSFM) stochastic control problem. Optimality conditions are obtained by deriving an equivalent deterministic optimal control problem. A FSFM minimum principle is obtained via the equivalent deterministic problem. The minimum principle suggests the development of a numerical optimization algorithm, the min-H algorithm. The relationship between the sufficiency of the minimum principle and the informational properties of the problem are investigated. A problem of hypothesis testing with 1-bit memory is investigated to illustrate the application of control theoretic techniques to information processing problems.