Optimal quadratic solution for the non-Gaussian finite-horizon regulator problem (Q5958823)
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scientific article; zbMATH DE number 1715868
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal quadratic solution for the non-Gaussian finite-horizon regulator problem |
scientific article; zbMATH DE number 1715868 |
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Optimal quadratic solution for the non-Gaussian finite-horizon regulator problem (English)
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3 March 2002
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discrete-time systems
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LQG optimal control
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Riccati equations
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nonlinear filtering
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separation principle
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stochastic control
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non-Gaussian systems
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quadratic optimal filter
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