Optimal adaptive LQG control for systems with finite state process parameters (Q3688189): Difference between revisions

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Optimal adaptive LQG control for systems with finite state process parameters
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    Optimal adaptive LQG control for systems with finite state process parameters (English)
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    1985
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    nonlinear filtering
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    ''adaptive'' optimal stochastic control
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    Kushner- Stratonovich equation
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    Hamilton-Jacobi-Bellman equation
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