Sequential LQG optimization of hierarchically structured systems

DOI10.1016/0005-1098(89)90097-6zbMath0694.93112OpenAlexW2092434253MaRDI QIDQ909641

Srdjan S. Stanković, Dragoslav D. Šiljak

Publication date: 1989

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(89)90097-6

zbMATH Keywords

lower block triangular (LBT) decompositionSequential LQG algorithms

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Hierarchical systems (93A13) Optimal stochastic control (93E20)

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