On the recovery procedure for LQG systems

DOI10.1016/0005-1098(88)90039-8zbMath0644.93070MaRDI QIDQ1102920

B. George

Publication date: 1988

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(88)90039-8

zbMATH Keywords

robustness; loop transfer function recovery; singular measurement LQG systems; singular optimal estimation

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

93E11: Filtering in stochastic control theory

93B35: Sensitivity (robustness)

93C05: Linear systems in control theory

93E20: Optimal stochastic control