Determination of the penalty constant for discrete constrained linear quadratic gaussian controller design

DOI10.1080/00207729108910650MaRDI QIDQ5202952zbMATH OpenOpenAlexFDO

Authors Ky M. Vu

Publication date 1991

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207729108910650

zbMATH Keywords

numerical methodsKuhn-Tucker theoremsingle-input single-output systemsconstrained linear quadratic gaussian controller

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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Cites work

• Constrained linear quadratic Gaussian control with process applications
• Linear time series variance

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