Information states in stochastic control and filtering: a Lie algebraic theoretic approach (Q4507110)
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scientific article; zbMATH DE number 1518620
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| English | Information states in stochastic control and filtering: a Lie algebraic theoretic approach |
scientific article; zbMATH DE number 1518620 |
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Information states in stochastic control and filtering: a Lie algebraic theoretic approach (English)
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17 October 2000
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stochastic process
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stochastic control
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Lie algebras
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filtering
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sufficient statistics
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gauge transformation
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LQG control
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finite-dimensionality of controllers
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nonlinear control systems
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0.8574201464653015
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0.7969801425933838
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