On the stability robustness of the continuous-time LQG optimal control

DOI10.1109/TAC.1985.1103811zbMath0565.93063OpenAlexW1969343450MaRDI QIDQ3680727

Eugene Soroka, Uri Shaked

Publication date: 1985

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1985.1103811

zbMATH Keywords

robustnessasymptotic recoveryLQG optimal controller

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Stochastic stability in control theory (93E15) Model systems in control theory (93C99)

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