Optimal linear‐quadratic‐Gaussian control for discrete‐time linear systems with white and time‐correlated measurement Noises

DOI10.1002/oca.2734zbMath1472.93200OpenAlexW3163159066MaRDI QIDQ5159860

Peng Shi, Wei Liu, Xiang-Peng Xie, Dong Yue, Shu-Min Fei

Publication date: 28 October 2021

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.2734

zbMATH Keywords

optimal controllinear-quadratic-Gaussiantime-correlated noise

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) White noise theory (60H40)

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