Stationary performance of linear stochastic systems under single step optimal control
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Publication:3926473
DOI10.1109/TAC.1982.1102889zbMath0471.93070MaRDI QIDQ3926473
Torsten Söderström, P. E. Moden
Publication date: 1982
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
positive real systems; linear stochastic systems; finite time horizon; penalties on the squared inputs and outputs; single step optimal control
93D25: Input-output approaches in control theory
93E20: Optimal stochastic control
93B15: Realizations from input-output data
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