Optimal stochastic control for discrete-time linear system with interrupted observations

DOI10.1016/0005-1098(72)90101-XzbMath0236.93062OpenAlexW57000333MaRDI QIDQ2552486

Takeshi Fukao, Shohei Fujita

Publication date: 1972

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(72)90101-x

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (8)

Optimal control of jump-linear gaussian systems† ⋮ On parameter estimation of partly observed bilinear discrete-time stochastic systems ⋮ Comments on Optimal stochastic control for discrete-time linear systems with interrupted observations ⋮ Remarks on Optimal stochastic control for discrete-time linear system with interrupted observations. With reply by Shohei Fujita and Takeshi Fukao ⋮ Adaptive estimation and stochastic control for uncertain models† ⋮ Finite-state, discrete-time optimization with randomly varying observation quality ⋮ Multiple-model adaptive control for jump-linear stochastic systems ⋮ On identification and adaptive estimation for systems with interrupted observations

Cites Work

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• New classes of stochastic control processes
• A note on interrupted stochastic control processes
• Simultaneous optimum detection and estimation of signals in noise
• On the Separation Theorem of Stochastic Control
• Optimal recursive estimation with uncertain observation

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