Discrete Time Linear Quadratic Control With Arbitrary Correlated Noise
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Publication:5353220
DOI10.1109/TAC.2012.2220444zbMath1369.93570MaRDI QIDQ5353220
Tyrone E. Duncan, Bozenna Pasik-Duncan
Publication date: 8 September 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Discrete-time control/observation systems (93C55) Linear-quadratic optimal control problems (49N10) Stochastic systems in control theory (general) (93E03)
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