Foundations of deterministic and stochastic control

zbMath1002.93003MaRDI QIDQ699443

Jon H. Davis

Publication date: 24 September 2002

Published in: Systems \& Control: Foundations \& Applications (Search for Journal in Brave)

zbMATH Keywords

trackingestimationspectral factorizationWiener filteringstochastic optimal controlRiccati equationseparation theoremKalman-Bucy filtersLQ output regulator

Mathematics Subject Classification ID

Frequency-response methods in control theory (93C80) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)

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