scientific article; zbMATH DE number 4101081

MaRDI QIDQ3826470zbMATH OpenFDO

Authors Willem L. De Koning

Publication date 1988

zbMATH Keywords

second moments point of viewstochastic parameters

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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(15)

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• Optimal reduced-order compensation of time-varying discrete-time systems with deterministic and white parameters
• Parametrization of all linear compensators for discrete-time stochastic parameter systems
• Optimal procedures in the parametric estimation of controlled dynamical systems. I
• Minimal representation of matrix valued white stochastic processes and U-D factorisation of algorithms for optimal control
• Compensatability and optimal compensation of systems with white parameters in the delta domain
• The design of discrete linear time-dependent stochastic control systems
• Stochastic optimal linear discrete-time feedback control system using available measurements
• Compensatability and optimal compensation of systems with white parameters
• scientific article; zbMATH DE number 514987 (Why is no real title available?)
• Optimal linear‐quadratic‐Gaussian control for discrete‐time linear systems with white and time‐correlated measurement Noises
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• scientific article; zbMATH DE number 6469978 (Why is no real title available?)
• Optimal estimation of linear discrete-time systems with stochastic parameters
• LQG optimal control of discrete stochastic systems under parametric and noise uncertainties

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