In the report, three types of problems (the control tracking problem, the trajectory tracking problem, and the control problem for a dynamical system under uncontrolled disturbances) are under discussion. Algorithms for solving the problems above, which are stable with respect to informational noises and computational errors, are suggested. The algorithms oriented to computer realization allow us to implement the solving process in «real time» mode. They adaptively take into account inaccurate measurements and are regularizing in the sense that the more precise is incoming information, the better is final result. The main goal of the report is to show that one integrated approach can be used to solve such different problems as ones above. This approach is based on the extremal shift method by N.N.Krasovskii, which is known in the theory of guaranteed control.
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