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Wiener theory of digital linear-quadratic control - MaRDI portal

Wiener theory of digital linear-quadratic control

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Publication:4733816

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DOI10.1080/00207178908961376zbMath0683.93094OpenAlexW4255765623MaRDI QIDQ4733816

Thomas J. Moir, John F. Barrett

Publication date: 1989

Full work available at URL: https://doi.org/10.1080/00207178908961376

zbMATH Keywords

time delay filtering linear quadratic regulator problem white noise disturbance coloured noise disturbance stationary Kalman theory stationary prediction

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Related Items (1)

Resolvent-based tools for optimal estimation and control via the Wiener–Hopf formalism

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