Program Packages Method for Solution of a Linear Terminal Control Problem with Incomplete Information

Closed-loop terminal control problem for the controlled linear dynamical system is considered in case of incomplete information about the actual initial state of this system. It is assumed, though, that the finite set containing the actual initial state is known. The program packages method is applied for obtaining solution of the problem. The package terminal problem is formulated and is proven to be equivalent to the closed-loop terminal control problem. The package terminal problem is further reduced to a finite-dimensional open-loop terminal control problem which can be solved using a numerical algorithm. Such an algorithm is provided in detail and applied to an illustrative example.