A transfer function approach to the linear discrete stationary filtering and the steady-state discrete optimal control problems

DOI10.1080/00207177908922699zbMath0401.93045OpenAlexW2082847695MaRDI QIDQ4186183

Uri Shaked

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1080/00207177908922699

zbMATH Keywords

Transfer FunctionLinear Discrete Stationary FilteringSteady-State Discrete Optimal Control

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Existence theories in calculus of variations and optimal control (49J99) Model systems in control theory (93C99)

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Cites Work

• On the discrete time algebraic Riccati equation
• A general transfer function approach to linear stationary filtering and steady-state optimal control problems
• A solution to the matrix factorization problem