A separation theorem for the stochastic sampled-data LQG problem

DOI10.1080/00207177608922156zbMath0345.93072OpenAlexW2039265248MaRDI QIDQ4115059

Nesim Halyo, Alper K. Caglayan

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1080/00207177608922156

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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Cites Work

• Stochastic processes and filtering theory
• On the discrete time algebraic Riccati equation
• On the Separation Theorem of Stochastic Control
• On the behaviour of optimal linear sampled-data regulators†
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