Stochastic optimal linear discrete-time feedback control system using available measurements

DOI10.1080/00207728508926777zbMath0596.93066OpenAlexW2037196482MaRDI QIDQ3728790

H. V. Panossian

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1080/00207728508926777

zbMATH Keywords

linear discrete-time systemsquadratic performance criteriondiscrete noisy measurementspartially observable parametersstochastic optimal feedback control

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Synthesis problems (93B50)

Cites Work

• Performance degradation in digitally implemented optimal regulators using fixed-point arithmetic
• Stochastic adaptive control methods: a survey
• Observers for optimal estimation of the state of linear stochastic discrete systems
• Linear control with incomplete state feedback and known initial-state statistics†
• A continuous-time reduced-order filter for estimating the state vector of a linear stochastic system†