Constrained linear filter and its relation to singular optimal control

DOI10.1080/00207177508922027zbMath0303.93067OpenAlexW2106846617MaRDI QIDQ4058582

S. Vathsal, I. G. Sarma

Publication date: 1975

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

Full work available at URL: https://doi.org/10.1080/00207177508922027

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Related Items (1)

Mathematical theory of optimal control

Cites Work

• Unnamed Item
• Duality of linear estimation and control with constraints
• The matrix minimum principle
• A New Necessary Condition of Optimality for Singular Control Problems
• A Note on the Variance of a Matrix

This page was built for publication: Constrained linear filter and its relation to singular optimal control