Minimum output variance control for FSN models: Continuous-time case

DOI10.1155/S1024123X00001319zbMath0994.93068MaRDI QIDQ5950073

Grigoriadis, Karolos M., Guojun Shi, Robert E. Skelton

Publication date: 24 September 2002

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/49418

zbMATH Keywords

signal-to-noise ratiominimum output variance control

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

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