A theory of state covariance assignment for discrete systems

DOI10.1109/TAC.1987.1104443zbMath0613.93066MaRDI QIDQ4721948

Robert E. Skelton, Emmanuel G. jun. Collins

Publication date: 1987

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

algorithmstate feedbackfeedback gainsdiscrete-time stochastic controladmissible state covariances

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Analysis of variance and covariance (ANOVA) (62J10) Optimality conditions for problems involving randomness (49K45)

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