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Q3050248 - MaRDI portal

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scientific article

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    author
    Tyrone E. Duncan
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    publication date
    1979
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    Mathematics Subject Classification ID
    93E20
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    93E11
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    93E10
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    70H99
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    zbMATH DE Number
    3644928
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    zbMATH Keywords
    optimal control and estimation
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    linear-quadratic-Gaussian
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    matrix Riccati equation
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    Hamiltonian mechanics
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    Lagrangian subspace
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    Kalman-Bucy filter
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    separation principle
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