A Twofold Spline Approximation for Finite Horizon LQG Control of Hereditary Systems

DOI10.1137/S0363012998337461zbMath1020.93030MaRDI QIDQ2706151

No author found.

Publication date: 19 March 2001

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

Riccati equation; distributed delay; hereditary systems; filtering equations; infinite dimensional systems; linear quadratic Gaussian regulator; Galerkin spline approximation; multiple noncommensurate delays

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C23: Control/observation systems governed by functional-differential equations

93E20: Optimal stochastic control

34K50: Stochastic functional-differential equations

65L60: Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations