Optimal controllers not satisfying the separation theorem

DOI10.1007/BF02732993MaRDI QIDQ5951309zbMATH OpenOpenAlexFDO

Authors E. A. Lyashenko, Lev Ryashko

Publication date 2000

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02732993

zbMATH Keywords

separation theoremoptimal controllerestimation and control problemlinear-quadratic Gaussian assumptionsstochastic continuous-time system

Mathematics Subject Classification ID

Feedback control (93B52) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 3926076 (Why is no real title available?)
• scientific article; zbMATH DE number 41614 (Why is no real title available?)
• Adaptive LQG regulator via the separation principle
• Discrete-time observers with random noises in dynamic block
• On a Matrix Riccati Equation of Stochastic Control
• The influence of finite word length on digital optimal control

Cited in

(4)

• scientific article; zbMATH DE number 4152292 (Why is no real title available?)
• On specific optimal control of systems with different information sets
• Stochastic control of discrete systems: a separation principle for Wiener and polynomial systems
• Optimal linear stochastic systems with independent controllers

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