Design of finite-time stochastic optimal systems in thes-domain

DOI10.1080/00207728408926593zbMath0601.93064OpenAlexW1987396962MaRDI QIDQ3737355

M. J. Grimble

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1080/00207728408926593

zbMATH Keywords

transfer function matrixregulation erroropen-loop and closed-loopoptimal stochastic controllertracking and regulating

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Optimal stochastic control (93E20) Synthesis problems (93B50) Stochastic systems in control theory (general) (93E03)

Cites Work

• Unnamed Item
• On self tuning regulators
• The optimal linear-quadratic time-invariant regulator with cheap control
• A general transfer function approach to linear stationary filtering and steady-state optimal control problems
• The maximally achievable accuracy of linear optimal regulators and linear optimal filters

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