Geodesic
Optimal control of a dynamic system with multiple uncertainty in the initial state as based on imperfect measurements of input and output signals
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 52 (2012) no. 7, pp. 1215-1230

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An optimal control problem for a linear nonstationary dynamic system with uncertainty in the initial state is considered. Based on preposterior analysis, an algorithm for implementing an optimal closable output loop is constructed. The control results are illustrated using a numerical example and are compared with those based on two-stage disclosable output loop. 
@article{ZVMMF_2012_52_7_a3,
     author = {R. Gabasov and F. M. Kirillova and E. I. Poyasok},
     title = {Optimal control of a dynamic system with multiple uncertainty in the initial state as based on imperfect measurements of input and output signals},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {1215--1230},
     publisher = {mathdoc},
     volume = {52},
     number = {7},
     year = {2012},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2012_52_7_a3/}
}
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R. Gabasov; F. M. Kirillova; E. I. Poyasok. Optimal control of a dynamic system with multiple uncertainty in the initial state as based on imperfect measurements of input and output signals. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 52 (2012) no. 7, pp. 1215-1230. http://geodesic.mathdoc.fr/item/ZVMMF_2012_52_7_a3/