A formula for the optimal cost in the general discrete-time LEQG problem (Q1049118)
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scientific article; zbMATH DE number 5655150
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A formula for the optimal cost in the general discrete-time LEQG problem |
scientific article; zbMATH DE number 5655150 |
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A formula for the optimal cost in the general discrete-time LEQG problem (English)
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8 January 2010
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linear optimal control
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discrete-time systems
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optimal estimation
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quadratic performance indices
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dynamic output feedback control
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dynamic programming
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