Observation-weighted controllers for linear stochastic systems using dual criterion—single input/single output case
DOI10.1080/00207728908910214zbMATH Open0678.93062OpenAlexW2044305781MaRDI QIDQ3835396FDOQ3835396
Authors: Keigo Watanabe, Spyros G. Tzafestas 
Publication date: 1989
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/10.1080/00207728908910214
Recommendations
- Observations-weighted controllers for linear stochastic systems using a dual criterion: the multivariable case
- Observations-weighted controllers for single-input single-output stochastic systems using a perturbed-type dual criterion
- Observations weighted controllers for linear stochastic systems
- Observations-weighted minimum-variance control of linear and non-linear systems
- LQG design of discrete systems using a dual criterion
Sensitivity (robustness) (93B35) Synthesis problems (93B50) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)
Cites Work
- Feedback and optimal sensitivity: Model reference transformations, multiplicative seminorms, and approximate inverses
- On the Wiener-Hopf approach to optimal feedback design
- Optimal disturbance reduction in linear multivariable systems
- H<sup>∞</sup>-optimal feedback controllers for linear multivariable systems
- Feedback system design: The fractional representation approach to analysis and synthesis
- A general transfer function approach to linear stationary filtering and steady-state optimal control problems
- Minimax frequency domain performance and robustness optimization of linear feedback systems
Cited In (5)
- Observations-weighted controllers for linear stochastic systems using a dual criterion: the multivariable case
- Observations-weighted controllers for single-input single-output stochastic systems using a perturbed-type dual criterion
- LQG design of discrete systems using a dual criterion
- Weighted stochastic Riccati equations for generalization of linear optimal control
- Observations weighted controllers for linear stochastic systems
This page was built for publication: Observation-weighted controllers for linear stochastic systems using dual criterion—single input/single output case
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3835396)
