Stochastic regulator with dynamic cost weighting

DOI10.1080/00207178708933793zbMath0608.93070OpenAlexW2014863217MaRDI QIDQ3748953

No author found.

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/00207178708933793

zbMATH Keywords

diophantine equationpolynomial approachdiscrete-time multivariable stochastic regulatordynamic weighting

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Linear Diophantine equations (11D04)

Cites Work

• Optimal H_∞robustness and the relationship to LQG design problems
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