Universal regulators for optimal tracking of stochastic signals with an unknown spectral density

DOI10.1134/S1064562406040375zbMath1138.93053OpenAlexW2147260958MaRDI QIDQ2477479

V. A. Yakubovich, Anton V. Proskurnikov

Publication date: 13 March 2008

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562406040375

zbMATH Keywords

linear-quadratic optimization problemsstationary random external signals

Mathematics Subject Classification ID

Frequency-response methods in control theory (93C80) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (1)

A historical essay on the scientific school of V. A. Yakubovich

Cites Work

• The problem of the invariance of a control system with respect to some of the output variables
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