scientific article; zbMATH DE number 3819615

MaRDI QIDQ3666737zbMATH OpenFDO

Authors Michael Sebek

Publication date 1983

zbMATH Keywords

linear discrete-time multivariable stochastic systemspolynomial matricesspectral factorization

Mathematics Subject Classification ID

Polynomials in real and complex fields: factorization (12D05) Matrix equations and identities (15A24) Algebraic systems of matrices (15A30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Linear systems in control theory (93C05) Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Cited in

(3)

• scientific article; zbMATH DE number 3843639 (Why is no real title available?)
• Design of predictive LQ controller.
• Implied polynomial matrix equations in multivariable stochastic optimal control

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