Suboptimal control of linear stochastic multivariable systems with unknown parameters

DOI10.1016/0005-1098(82)90032-2zbMath0474.93077MaRDI QIDQ1159653

S. H. Smith

Publication date: 1982

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(82)90032-2

zbMATH Keywords

observability; controllability; parameter estimation; state estimation; stochastic control; canonical forms; Kalman filters; discrete time systems; multivariable control systems; state space methods

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93B05: Controllability

93C35: Multivariable systems, multidimensional control systems

93C55: Discrete-time control/observation systems

93E10: Estimation and detection in stochastic control theory

93B10: Canonical structure

93B07: Observability

93E20: Optimal stochastic control