The multiple linear quadratic gaussian problem

DOI10.1080/00207178608933470zbMath0583.93073OpenAlexW1979700753MaRDI QIDQ3708683

Nick T. Koussoulas, Cornelius T. Leondes

Publication date: 1986

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178608933470

zbMATH Keywords

multicriteria optimizationdiscrete-time noise-perturbed linear system

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Related Items (7)

Multilevel dynamic programming for general multiple linear-quadratic control in discrete-time systems ⋮ Multiple models, multiplicative noise and linear quadratic control—algorithmic aspects ⋮ Multiple-criterion control: A convex programming approach ⋮ Multiple objective optimization approach to adaptive and learning control ⋮ Matrix criterion robust linear quadratic control problem ⋮ Multiple objectives and non-separability in stochastic dynamic programming ⋮ Robust control design using eigenstructure assignment and multi-objective optimization

Cites Work

• Vector-valued optimization problems in control theory. Transl. from the Russian by John L. Casti
• A survey of multicriteria optimization or the vector maximum problem. I: 1776-1960
• Application of multiobjective optimization in aircraft control systems design
• A multiobjective linear quadratic Gaussian control problem
• Application of vector performance optimization to a robust control loop design for a fighter aircraft
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