The LQG optimal regulation problem for systems with perfect measurements: explicit solution, properties, and application to practical designs

DOI10.1109/9.7249zbMath0655.93079OpenAlexW2067197839MaRDI QIDQ3803018

Eugene Soroka, Uri Shaked

Publication date: 1988

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.7249

zbMATH Keywords

time-invariantsuboptimal designs-domaincontinuous-time stationary LQG optimal regulationlinear, time-invariant right- or left-invertible systemsreturn-ratio matrix

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20) Synthesis problems (93B50)

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