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A note on the stationary LQG control - MaRDI portal

A note on the stationary LQG control

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DOI10.1109/TAC.1985.1103888zbMath0571.93070MaRDI QIDQ3689071

Michael Šebek, Vladimír Kučera

Publication date: 1985

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

zbMATH Keywords

asymptotically stable solution infinite horizon LQG control problem

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Linear systems in control theory (93C05) Asymptotic stability in control theory (93D20) Optimal stochastic control (93E20) Model systems in control theory (93C99)

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