Discrete minimax linear quadratic regulation of continuous-time systems
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Publication:1096580
DOI10.1016/0005-1098(87)90030-6zbMath0633.93077MaRDI QIDQ1096580
Darrell Williamson, K. Kadiman
Publication date: 1987
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(87)90030-6
digital controller; partial observations; continuous-time; cyclostationary processes; continuous-time stochastic differential system; minimax variance regulator
60G10: Stationary stochastic processes
93C05: Linear systems in control theory
93E20: Optimal stochastic control
62J10: Analysis of variance and covariance (ANOVA)
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