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Optimal linear‐quadratic‐Gaussian control for discrete‐time linear systems with white and time‐correlated measurement Noises - MaRDI portal

Optimal linear‐quadratic‐Gaussian control for discrete‐time linear systems with white and time‐correlated measurement Noises (Q5159860)

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scientific article; zbMATH DE number 7416054
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English
Optimal linear‐quadratic‐Gaussian control for discrete‐time linear systems with white and time‐correlated measurement Noises
scientific article; zbMATH DE number 7416054

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    Optimal linear‐quadratic‐Gaussian control for discrete‐time linear systems with white and time‐correlated measurement Noises (English)
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    28 October 2021
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    linear-quadratic-Gaussian
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    optimal control
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    time-correlated noise
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