Optimal observation and control in linear systems

The paper consists of two parts. In Part I, we consider the optimal observation problem for a nondeterministic linear system by examining results of a deep processing of an output signal of a dynamical measurement device (sensor). The problem studied is an auxiliary problem for studying the optimal control problem for dynamical systems under set-uncertainty conditions in Part II. The methods for the construction of a posteriori, program, and positional solutions are described. The results are illustrated by examining an example of an optimal observation and control problem of a fourth-order mechanical system. © Springer Science+Business Media, Inc. 2006.