The adaptive LQG problem--Part I

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

Omar Hijab

Publication date: 1983

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

zbMATH Keywords

separation theorem; linear quadratic Gaussian optimal control; Bayesian parameter uncertainty

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C40: Adaptive control/observation systems

93C05: Linear systems in control theory

60J65: Brownian motion

93E20: Optimal stochastic control

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