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Q4888888 - MaRDI portal

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scientific article; zbMATH DE number 918978
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English
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scientific article; zbMATH DE number 918978

    Statements

    author
    Goong Chen
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    Shih-Hsun Hsu
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    Guan-Rong Chen
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    publication date
    25 August 1996
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    zbMATH Keywords
    controlled linear stochastic systems
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    quadratic optimality criterion
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    discrete-time
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    Kalman filtering
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    separation principle
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    continuous-time
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    dynamic programming
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    Identifiers

    Mathematics Subject Classification ID
    93-01
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    93C05
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    93E20
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    zbMATH DE Number
    918978
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