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Optimal linear stochastic systems with independent controllers - MaRDI portal

Optimal linear stochastic systems with independent controllers (Q4474759)

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scientific article; zbMATH DE number 2078897
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Optimal linear stochastic systems with independent controllers
scientific article; zbMATH DE number 2078897

    Statements

    Optimal linear stochastic systems with independent controllers (English)
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    12 July 2004
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    linear dynamic multivariate system
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    disturbances
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    stochastic optimal control
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    separation principle
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    state estimation error
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    certainty equivalence principle
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