A linear-quadratic-Gaussian control problem with innovations-feedthrough solution

DOI10.1109/TAC.1976.1101322zbMath0334.93043MaRDI QIDQ4101703

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Publication date: 1976

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

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (2)

Specific-optimal control with a dual minimal-order observer-based compensator ⋮ Enhanced modal control of flexible structures via innovations feedthrough

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