Optimal linear stochastic systems with independent controllers (Q4474759)
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scientific article; zbMATH DE number 2078897
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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