New method for optimal control and filtering of weakly coupled linear discrete stochastic systems

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

zbMATH Keywords

filteringlineardiscrete-timequadratic optimal controlreduced order

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) System structure simplification (93B11) Optimal stochastic control (93E20)

Related Items (1)

Optimal quadratic solution for the non-Gaussian finite-horizon regulator problem

Cites Work

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