An extension of the stochastic linear regulator problem

DOI10.1109/TAC.1974.1100503MaRDI QIDQ4055489zbMATH OpenFDO

Authors Huibert Kwakernaak

Publication date 1974

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

Full work available at URL https://doi.org/10.1109/TAC.1974.1100503

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10)

Cited in

(4)

• Control of the Duffing oscillator under non-Gaussian external excitation
• Optimal filtering for linear systems with state and multiple observation delays
• Optimal control for linear continuous-time systems with general noises based upon sampled data
• Central suboptimal \(H_\infty\) filter design for linear time-varying systems with state or measurement delay

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