Optimal control under permanent disturbances

For a dynamical system under unknown disturbances, an optimal observation problem arising from control problems under set-membership uncertainty is considered in the case when the initial state is not determined completely. It is required to obtain information on the states of the system by means of processing incomplete and inaccurate measurements of its current states. Methods of constructing a posteriori distributions and realizations of positional solutions are described. The results are illustrated by examples.