scientific article; zbMATH DE number 4093351

MaRDI QIDQ3820523zbMATH OpenFDO

Authors A. K. Mahalanabis, Premal Desai

Publication date 1988

zbMATH Keywords

linear stochastic systemsminimum state error variance regulatorstate estimate feedbackstate feedback

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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Cited in

(1)

• Relationship between åström control and the kalman linear regulator—caines revisited

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