An extension of the stochastic linear regulator problem

DOI10.1109/TAC.1974.1100503MaRDI QIDQ4055489zbMATH OpenFDO

Authors Huibert Kwakernaak

Publication date 1974

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10)

Cited in

(4)

• Control of the Duffing oscillator under non-Gaussian external excitation
• Optimal filtering for linear systems with state and multiple observation delays
• Optimal control for linear continuous-time systems with general noises based upon sampled data
• Central suboptimal \(H_\infty\) filter design for linear time-varying systems with state or measurement delay

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