On the optimal control of stochastic linear systems with contaminated partial observations

DOI10.1007/BF02568535zbMath0895.93041MaRDI QIDQ1367937

Rosario Romera

Publication date: 24 May 1998

Published in: Top (Search for Journal in Brave)

zbMATH Keywords

robustnessKalman filtercontaminated observationslinear quadratic Gaussian problem

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Sensitivity (robustness) (93B35) Optimal stochastic control (93E20)

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