On discrete-time linear quadratic control

DOI10.1016/S0167-6911(98)00083-8zbMath0914.93068MaRDI QIDQ1285555

Adam Czornik

Publication date: 28 April 1999

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

discrete-time systemtime-varying Riccati equationLQG-problem

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Model systems in control theory (93C99)

Related Items (1)

On the continuous time-varying JLQC

Cites Work

• Unnamed Item
• Identification and stochastic adaptive control
• Geometric state-space theory in linear multivariable control: A status report
• Anticausal stabilizing solution to discrete reverse-time Riccati equation

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