Stochastic optimal linear feedback control systems using available measurements

DOI10.1007/BF00935230zbMath0501.93074MaRDI QIDQ1172616

H. V. Panossian

Publication date: 1983

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

zbMATH Keywords

two-point boundary-value problemsfeedback controlquadratic performance criterion

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Linear boundary value problems for ordinary differential equations (34B05)

Cites Work

• On discrete-time Riccati-like matrix difference equations with random coefficients
• Stochastic adaptive control methods: a survey
• Observers for optimal estimation of the state of linear stochastic discrete systems
• The matrix minimum principle
• Linear control with incomplete state feedback and known initial-state statistics†
• A continuous-time reduced-order filter for estimating the state vector of a linear stochastic system†

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