Optimal tracking of stochastic signals with unknown spectral density in discrete-time control systems

DOI10.1134/S1064562408040418zbMath1215.93154OpenAlexW2053525455MaRDI QIDQ5892530

V. A. Yakubovich, Anton V. Proskurnikov

Publication date: 8 June 2011

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562408040418

zbMATH Keywords

continuous-time systemslinear-quadratic optimization problemsrandom stationary external signalssystems with discrete timeunknown spectral density

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Cites Work

• A frequency theorem in control theory
• Universal regulators for optimal tracking in discrete-time systems affected by harmonic disturbances
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