Optimal Adaptive Control of Linear-Quadratic-Gaussian Systems

DOI10.1137/0321009zbMath0508.93066OpenAlexW1974508877MaRDI QIDQ4748034

P. R. Kumar

Publication date: 1983

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0321009

zbMATH Keywords

adaptive controllinear discrete-time systemslinear-quadratic Gaussian systems

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

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