Design of steady-state minimum variance controllers

DOI10.1016/0005-1098(79)90015-3MaRDI QIDQ599346zbMATH OpenOpenAlexFDO

Authors 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

algorithmcontrol system synthesislinear time-invariant stochastic plantspolynomial equationsspectral factorization

Mathematics Subject Classification ID

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

Cites work

• A general transfer-function approach to the steady-state linear quadratic Gaussian stochastic control problem
• scientific article; zbMATH DE number 3550074 (Why is no real title available?)
• scientific article; zbMATH DE number 3603085 (Why is no real title available?)
• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
• Modern Wiener--Hopf design of optimal controllers Part I: The single-input-output case
• On the Separation Theorem of Stochastic Control
• Optimal control with multiple control periods

Cited in

(3)

• New results in state estimation and regulation
• scientific article; zbMATH DE number 3877015 (Why is no real title available?)
• Minimum variance control: a homage to Peterka

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