Optical projection equations for reduced-order modelling, estimation, and control of linear systems with multiplicative white noise

DOI10.1007/BF00939389zbMath0631.93077OpenAlexW2038268214MaRDI QIDQ1095104

Dennis S. Bernstein, David C. Hyland

Publication date: 1988

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00939389

zbMATH Keywords

optimal projection equationsquadratically optimal reduced-order modellingstate, control, and measurement dependent noise

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Synthesis problems (93B50)

Related Items (5)

The optimal projection equations for reduced-order, discrete-time state estimation for linear systems with multiplicative white noise ⋮ Numerical algorithms and issues concerning the discrete-time optimal projection equations. ⋮ Stochastic models for uncertain flexible systems ⋮ On the estimation of the covariance of the continuous multiplicative systems ⋮ Compensatability and optimal compensation of systems with white parameters in the delta domain

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