Design of finite-time stochastic optimal systems in thes-domain

DOI10.1080/00207728408926593MaRDI QIDQ3737355zbMATH OpenOpenAlexFDO

Authors M. J. Grimble

Publication date 1984

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728408926593

zbMATH Keywords

transfer function matrixregulation erroropen-loop and closed-loopoptimal stochastic controllertracking and regulating

Mathematics Subject Classification ID

Synthesis problems (93B50) Adaptive control/observation systems (93C40) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
• A general transfer function approach to linear stationary filtering and steady-state optimal control problems
• On self tuning regulators
• The maximally achievable accuracy of linear optimal regulators and linear optimal filters
• The optimal linear-quadratic time-invariant regulator with cheap control

Cited in

(3)

• Minimax design of optimal stochastic multivariable systems
• scientific article; zbMATH DE number 3843639 (Why is no real title available?)
• Optimal moving average filter with application to self-tuning type control against deterministic disturbances

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