Design of stochastic discrete time linear optimal regulators Part I. Relationship between control laws based on a time series approach and a state space approach
DOI10.1080/00207728208926405zbMath0501.93042MaRDI QIDQ3967436
No author found.
Publication date: 1982
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207728208926405
Kalman filter; state space model; delay models; controlled autoregressive moving average model; k-step-ahead prediction; receding horizon cost function; sampled data control system design
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
93E11: Filtering in stochastic control theory
93C55: Discrete-time control/observation systems
93C57: Sampled-data control/observation systems
93E20: Optimal stochastic control
70G10: Generalized coordinates; event, impulse-energy, configuration, state, or phase space for problems in mechanics
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