Extended optimality properties of the linear quadratic regulator and stationary Kalman filter (Q3491462)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Extended optimality properties of the linear quadratic regulator and stationary Kalman filter
scientific article

    Statements

    Extended optimality properties of the linear quadratic regulator and stationary Kalman filter (English)
    0 references
    1990
    0 references
    infinite-time linear quadratic regulator problem
    0 references
    worst case \(L^ 1\)- disturbances
    0 references
    stationary Kalman filter
    0 references
    bounded energy signals
    0 references
    worst- case energy signals
    0 references
    0 references

    Identifiers