Construction of optimal open-loop control for a disturbed dynamical system with unknown input unit parameters

A guaranteed optimisation problem of a linear dynamical system with unknown disturbances and input unit parameters is under consideration. It is supposed that during the control process only a linear combination of the system states is measured with errors. An algorithm of constructing an open-loop solution for a fixed moment of the control process using a priori information and all available up to this moment measurements to the problem mentioned above is described.