Variance formulae for feedback stochastic control systems

DOI10.1080/00207729208949224zbMath0748.93071OpenAlexW2037108821MaRDI QIDQ4006212

Ky M. Vu

Publication date: 26 September 1992

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

Full work available at URL: https://doi.org/10.1080/00207729208949224

zbMATH Keywords

autocovariancesvariable time series

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03)

Cites Work

• Constrained linear quadratic Gaussian control with process applications
• Stochastic processes and filtering theory
• Discrete optimal stochastic controller and its forms
• Formulae for the solution of Lyapunov matrix equations
• An algorithm for solving the matrix equationX = FXF^T+S

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