The adaptive LQG problem--Part I

DOI10.1109/TAC.1983.1103212zbMath0504.93072OpenAlexW2003312536MaRDI QIDQ4740455

Omar Hijab

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1109/tac.1983.1103212

zbMATH Keywords

separation theoremlinear quadratic Gaussian optimal controlBayesian parameter uncertainty

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Linear systems in control theory (93C05) Brownian motion (60J65) Optimal stochastic control (93E20)

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