Optimal controllers not satisfying the separation theorem

DOI10.1007/BF02732993zbMath1148.93353OpenAlexW2081185376MaRDI QIDQ5951309

L. B. Ryashko, E. A. Lyashenko

Publication date: 2000

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02732993

zbMATH Keywords

separation theoremestimation and control problemlinear-quadratic Gaussian assumptionsoptimal controllerstochastic continuous-time system

Mathematics Subject Classification ID

Feedback control (93B52) Optimal stochastic control (93E20)

Cites Work

• The influence of finite word length on digital optimal control
• Adaptive LQG regulator via the separation principle
• Discrete-time observers with random noises in dynamic block
• On a Matrix Riccati Equation of Stochastic Control
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