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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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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