Uncertain variance in an optimal linear system with white gain

DOI10.1080/00207178608933618zbMath0603.93069OpenAlexW2091119919WikidataQ126244971 ScholiaQ126244971MaRDI QIDQ3741560

Hiroshi Takeda, Tadashi Ishihara, Ken-Ichi Abe

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/00207178608933618

zbMATH Keywords

mean square stabilitylinear discrete-time scalar systemoptimal linear quadratic control

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

Cites Work

• A note on modeling error of linear stochastic systems with a white coefficient
• Some properties of the dual adaptive stochastic control algorithm
• The uncertainty threshold principle: Some fundamental limitations of optimal decision making under dynamic uncertainty

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