Optimal tracking of stochastic signals with unknown spectral density in discrete-time control systems

DOI10.1134/S1064562408040418zbMath1164.93008OpenAlexW2053525455MaRDI QIDQ5900413

V. A. Yakubovich, Anton V. Proskurnikov

Publication date: 29 October 2008

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562408040418

zbMATH Keywords

optimizationcontrol theorydiscrete time processesstochastic driving

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear-quadratic optimal control problems (49N10)

Related Items (1)

Theory of optimal control in the works of V.A. Yakubovich

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