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

DOI10.1080/00207728408926593zbMATH Open0601.93064OpenAlexW1987396962MaRDI QIDQ3737355FDOQ3737355

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

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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)

Cites Work

• On self tuning regulators
• Title not available (Why is that?)
• The maximally achievable accuracy of linear optimal regulators and linear optimal filters
• The optimal linear-quadratic time-invariant regulator with cheap control
• A general transfer function approach to linear stationary filtering and steady-state optimal control problems

Cited In (3)

• Minimax design of optimal stochastic multivariable systems
• Title not available (Why is that?)
• Optimal moving average filter with application to self-tuning type control against deterministic disturbances

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