An Integrated Algorithm for Stochastic Steady-State System Optimization and Parameter Estimation

DOI10.1093/IMAMCI/3.4.323MaRDI QIDQ3778657zbMATH OpenOpenAlexFDO

Authors

Publication date 1986

Published in IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imamci/3.4.323

zbMATH Keywords

integrated system optimization and parameter estimationlinear-quadratic Gaussianstochastic steady-state systems

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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(9)

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