Linear Stochastic Control Using the UDUT Matrix Factorization

DOI10.2514/3.55769zbMath0391.93037OpenAlexW1545589458MaRDI QIDQ4173272

Robert A. Jacobson, Catherine L. Thornton

Publication date: 1978

Published in: Journal of Guidance, Control, and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2514/3.55769

zbMATH Keywords

Lqg Stochastic ControlStatistical Guidance Analysis Algorithm

Mathematics Subject Classification ID

Factorization of matrices (15A23) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

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