A simple method for solving the LQG stochastic control problem using a polynomial approach

DOI10.1007/BF01183748zbMath0825.93966MaRDI QIDQ1345181

Stanisław Bańka

Publication date: 2 March 1995

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Cites Work

• New results in state estimation and regulation
• Linear multivariable systems
• Optimal multivariable LQG control using a single diophantine equation
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