Optimality for the linear quadratic non-Gaussian problem via the asymmetric Kalman filter (Q4458675)
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scientific article; zbMATH DE number 2056937
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| English | Optimality for the linear quadratic non-Gaussian problem via the asymmetric Kalman filter |
scientific article; zbMATH DE number 2056937 |
Statements
Optimality for the linear quadratic non-Gaussian problem via the asymmetric Kalman filter (English)
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15 March 2004
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asymmetric Kalman filter
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linear quadratic non-Gaussian optimal control
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asymmetric least-squares
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stochastic control
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discrete-time systems
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0.7904977798461914
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0.7764350771903992
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0.7704004049301147
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0.7656126618385315
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