Some results about the optimal LQG tracking problem
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Publication:3151425
DOI10.1080/00207170110049864zbMath1018.93032MaRDI QIDQ3151425
Daniela Iacoviello, Carlo Bruni
Publication date: 16 October 2002
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207170110049864
93B51: Design techniques (robust design, computer-aided design, etc.)
93E20: Optimal stochastic control
49N10: Linear-quadratic optimal control problems
93E15: Stochastic stability in control theory
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