A Stability Theory for the Linear-Quadratic-Gaussian Problem for Systems with Delays in the State, Control, and Observations

DOI10.1137/0318004zbMath0425.93054OpenAlexW2099612666MaRDI QIDQ3861262

Raymond H. Kwong

Publication date: 1980

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0318004

zbMATH Keywords

delay systemstabilizabilitydualitydetectabilityinfinite time intervallinear stochastic systemlinear-quadratic-Gaussian problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

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