Minimum-variance controller for a class of non-linear systems

DOI10.1080/00207729008910532zbMath0706.93080OpenAlexW2095428249MaRDI QIDQ3487262

An-Chen Lee

Publication date: 1990

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729008910532

zbMATH Keywords

autoregressive moving average modelnonlinear minimum-variance controller

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)

Cites Work

• Introduction to stochastic control theory
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