Observations-weighted minimum-variance control of linear and non-linear systems

DOI10.1080/00207728508926767zbMath0599.93069OpenAlexW2137997207MaRDI QIDQ3735616

M. J. Grimble

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1080/00207728508926767

zbMATH Keywords

minimum variance controlimplicit self-tuning algorithmoptimum observations-weighted controller

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Adaptive control/observation systems (93C40) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

• Some solvable stochastic control problemst^†
• Optimal Regulation of Nonlinear Dynamical Systems