A general transfer-function approach to the discrete-time steady-state linear quadratic Gaussian stochastic control problem

DOI10.1080/00207177908922704zbMath0402.93050OpenAlexW2048300985MaRDI QIDQ4187684

Uri Shaked

Publication date: 1979

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177908922704

zbMATH Keywords

Transfer FunctionPartial ObservationSteady State Linear Quadratic Gaussian Stochastic Control Problem

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Model systems in control theory (93C99)

Related Items (1)

Extension of linear quadratic optimal control theory for mixed backgrounds

Cites Work

• Unnamed Item
• A general transfer function approach to linear stationary filtering and steady-state optimal control problems
• Generalized minimal realization of transfer-function matrices

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