A separation theorem for the stochastic sampled-data LQG problem

DOI10.1080/00207177608922156MaRDI QIDQ4115059zbMATH OpenOpenAlexFDO

Authors 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

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Cites work

• scientific article; zbMATH DE number 3460142 (Why is no real title available?)
• scientific article; zbMATH DE number 3358330 (Why is no real title available?)
• scientific article; zbMATH DE number 3388297 (Why is no real title available?)
• scientific article; zbMATH DE number 3403601 (Why is no real title available?)
• On the behaviour of optimal linear sampled-data regulators†
• On the discrete time algebraic Riccati equation
• On the Separation Theorem of Stochastic Control
• Stochastic processes and filtering theory

Cited in

(5)

• Discrete and sampled-data stochastic control problems with complete and incomplete state information
• LQG control for sampled-data systems under stochastic sampling
• UDU factored discrete-time Lyapunov recursions solve optimal reduced-order LQG problems
• Equivalent discrete optimal control problem for randomly sampled digital control systems
• The digital optimal regulator and tracker for stochastic time-varying systems

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