Suboptimal control of linear stochastic multivariable systems with unknown parameters

DOI10.1016/0005-1098(82)90032-2zbMath0474.93077OpenAlexW2339313073MaRDI QIDQ1159653

S. H. Smith

Publication date: 1982

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(82)90032-2

zbMATH Keywords

observabilitycontrollabilityparameter estimationstate estimationstochastic controlcanonical formsKalman filtersdiscrete time systemsmultivariable control systemsstate space methods

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Controllability (93B05) Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Canonical structure (93B10) Observability (93B07) Optimal stochastic control (93E20)

Related Items (1)

IDENTIFICATION AND CONTROL OF LINEAR DISCRETE MULTIVARIABLE SYSTEMS WITH PROCESS NOISE

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