Precise integration method for LQG optimal measurement feedback control problem

DOI10.1007/BF02459220zbMath0981.93081OpenAlexW2007152535MaRDI QIDQ5932100

Zhiqin Cai, Wan-xie Zhong

Publication date: 10 March 2002

Published in: Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02459220

zbMATH Keywords

numerical solutionintegration methodlinear-quadratic Gaussian optimal control

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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Cites Work

• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
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