Observations' Control For Statistically Uncertain Systems
Boris Ananiev
Estimation problems for so-called statistically uncertain systems are considered where along with stochastic disturbances there exist ones with no statistical description. In this paper, a controller uses uncertain disturbances in the system as control actions to produce worst signals for an observer, or, along with this task, to achieve his own aims unknown for the observer. On the other hand, the observer applies a minimax state estimation algorithm and does not know the aims of the controller. Such problems arise, for example, in aviation, when the plane must do some work to go unnoticed. Besides, there are other examples in economics, financial mathematics, and biology.