Design of steady-state minimum variance controllers

DOI10.1016/0005-1098(79)90015-3zbMath0414.49009OpenAlexW2056383366MaRDI QIDQ599346

Vladimír Kučera

Publication date: 1979

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(79)90015-3

zbMATH Keywords

algorithmspectral factorizationpolynomial equationscontrol system synthesislinear time-invariant stochastic plants

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55) Model systems in control theory (93C99)

Related Items (3)

Unnamed Item ⋮ New results in state estimation and regulation ⋮ Minimum variance control: a homage to Peterka

Cites Work

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• Modern Wiener--Hopf design of optimal controllers Part I: The single-input-output case
• Optimal control with multiple control periods
• A general transfer-function approach to the steady-state linear quadratic Gaussian stochastic control problem
• On the Separation Theorem of Stochastic Control

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