Optimum design of measurement channels and control policies for linear- quadratic stochastic systems
type: Item
instance of: scholarly article
title: Optimum design of measurement channels and control policies for linear- quadratic stochastic systems
zbMATH Open document ID: 0805.93057
DOI: 10.1016/0377-2217(94)90261-5
author: Tamer Başar
author: Rajesh Bansal
published in: European Journal of Operational Research
publication date: 1994-07-21T00:00:00Z
review text: In linear-quadratic stochastic systems the access of the control to the state usually is given by a measurement scheme which is linearly dependent on the state. Starting with a more reasonable assumption that the measurement scheme is a nonlinear one including the past values of the measurement it is derived an optimal control strategy under a new performance index. Some examples are presented.
reviewed by: Constantin Vârsan
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49N10
zbMATH DE Number: 609641
zbMATH Keywords: linear-quadratic stochastic systems
zbMATH Keywords: performance index
MaRDI profile type: Publication
full work available at URL: 0377-2217(94)90261-5
OpenAlex ID: W2044902780
cites work: Q4086303
cites work: Simultaneous design of measurement and control strategies for stochastic systems with feedback
cites work: Q4148534
description: scientific article; zbMATH DE number 609641