Extended optimality properties of the linear quadratic regulator and stationary Kalman filter

DOI10.1109/9.53529zbMath0708.93091OpenAlexW2119712267MaRDI QIDQ3491462

David A. Wilson

Publication date: 1990

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.53529

zbMATH Keywords

bounded energy signalsinfinite-time linear quadratic regulator problemstationary Kalman filterworst case \(L^ 1\)- disturbancesworst- case energy signals

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

Related Items

Optimal control of maximum output deviations of a linear time-varying system on a finite horizon, On the Lagrange duality of stochastic and deterministic minimax control and filtering problems, A lifting technique for linear periodic systems with applications to sampled-data control, The generalized \(H_ 2\) control problem