New method for optimal control and filtering of weakly coupled linear discrete stochastic systems
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Publication:1911300
DOI10.1016/0005-1098(95)00111-5zbMath0847.93067OpenAlexW2068590992MaRDI QIDQ1911300
Zoran Gajic, Xuemin (Sherman) Shen, Zijad Aganovic
Publication date: 7 October 1996
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(95)00111-5
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) System structure simplification (93B11) Optimal stochastic control (93E20)
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Cites Work
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