A separation theorem for the stochastic sampled-data LQG problem
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Publication:4115059
DOI10.1080/00207177608922156zbMath0345.93072MaRDI QIDQ4115059
Nesim Halyo, Alper K. Caglayan
Publication date: 1976
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207177608922156
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
93E10: Estimation and detection in stochastic control theory
93E20: Optimal stochastic control
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