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Optimality of locally optimal solutions of linear-quadratic control and filtering problems

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Publication:1319743
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zbMath0798.93059MaRDI QIDQ1319743

Juri I. Neimark, Mark M. Kogan

Publication date: 8 May 1994

Published in: Automation and Remote Control (Search for Journal in Brave)


zbMATH Keywords

algebraic Riccati equationfilterslinear discrete stochastic systems


Mathematics Subject Classification ID

Optimal stochastic control (93E20)


Related Items (2)

Control and estimation in linear time-varying systems based on ellipsoidal reachability sets ⋮ Locally optimal adaptive control without persistent excitation




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