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A variational problem for optimization of measurements in identification and control algorithms. (Russian) Zbl 0645.49022

It is shown that the measurement optimization problem can be reduced to a variational problem with constraints. Several real examples are also presented.
Reviewer: I.Asmykovitch

MSC:

93B05 Controllability
93E11 Filtering in stochastic control theory
93E12 Identification in stochastic control theory
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