On calculation of recursive M- and GM-estimates in LQG control systems

zbMATH Open1339.93114MaRDI QIDQ2811585FDOQ2811585

Authors: Rimantas Pupeikis 

Publication date: 10 June 2016

Published in: Lietuvos Matematikos Rinkinys. Lietuvos Matematiku Draugijos Darbai (Search for Journal in Brave)

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zbMATH Keywords

outliersidentificationclosed-loopLQG control systems

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)

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