Abstract
The purpose of this paper is to find the optimal boundary control for distributed parameter systems with stochastic parameters under noisy boundary observations.
First, with background knowledge of functional analysis, the mathematical model of both the system dynamics and the boundary observation mechanism is formulated, giving the statistics of stochastic parameters by white Gaussian process.
Secondly, the optimal boundary control for the quadratic cost functional is derived by using the stochastic maximum principle.
Finally, an illustrative example is shown for the purpose of supporting the theoretical aspect developed here.
