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Optimal quadratic solution for the non-Gaussian finite-horizon regulator problem - MaRDI portal

Optimal quadratic solution for the non-Gaussian finite-horizon regulator problem (Q5958823)

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scientific article; zbMATH DE number 1715868
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Optimal quadratic solution for the non-Gaussian finite-horizon regulator problem
scientific article; zbMATH DE number 1715868

    Statements

    title
    Optimal quadratic solution for the non-Gaussian finite-horizon regulator problem (English)
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    author
    Alfredo Germani
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    Gabriella Mavelli
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    publication date
    3 March 2002
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    zbMATH Keywords
    discrete-time systems
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    LQG optimal control
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    Riccati equations
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    nonlinear filtering
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    separation principle
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    stochastic control
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    non-Gaussian systems
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    quadratic optimal filter
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    49M10
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    93C55
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    93C10
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    zbMATH DE Number
    1715868
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    Wikidata QID
    Q127227047
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