Frequency-domain approach to the regulation of linear stochastic systems

DOI10.1016/0005-1098(74)90054-5zbMath0295.93016OpenAlexW2024018374MaRDI QIDQ1213420

Howell Tong

Publication date: 1974

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(74)90054-5

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Model systems in control theory (93C99)

Cites Work

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• An Exponential Probability Bound for the Energy of a Type of Gaussian Process
• A Heuristic Exposition of Wiener's Mathematical Theory of Prediction and Filtering

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