Optimality of locally optimal solutions of linear-quadratic control and filtering problems
type: Item
instance of: scholarly article
title: Optimality of locally optimal solutions of linear-quadratic control and filtering problems
zbMATH Open document ID: 0798.93059
published in: Automation and Remote Control
publication date: 1994-05-08T00:00:00Z
review text: Consider an inverse problem for the algebraic Riccati equation. A necessary and sufficient condition for the existence of a solution is given. Some relations between locally optimal and optimal controls and filters for linear discrete stochastic systems are proved.
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 553537
zbMATH Keywords: algebraic Riccati equation
zbMATH Keywords: filters
zbMATH Keywords: linear discrete stochastic systems
author: M. M. Kogan
author: Juri I. Neimark
reviewed by: Wilfried Grecksch
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 553537