Stationary LQG control of singular systems

DOI10.1109/TAC.1986.1104095zbMath0584.93076MaRDI QIDQ3710446

Vladimír Kučera

Publication date: 1986

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

zbMATH Keywords

single-input and single-output singular systemsstationary linear-quadratic-Gaussian problem

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Linear systems in control theory (93C05) Quadratic and bilinear Diophantine equations (11D09) Optimal stochastic control (93E20) Synthesis problems (93B50) Optimality conditions for problems involving randomness (49K45) General theory for ordinary differential equations (34A99)

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