Optimal quadratic solution for the non-Gaussian finite-horizon regulator problem
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Publication:5958823
DOI10.1016/S0167-6911(99)00069-9zbMath0985.93055WikidataQ127227047 ScholiaQ127227047MaRDI QIDQ5958823
Alfredo Germani, Gabriella Mavelli
Publication date: 3 March 2002
Published in: Systems \& Control Letters (Search for Journal in Brave)
discrete-time systemsstochastic controlRiccati equationsseparation principlenonlinear filteringLQG optimal controlnon-Gaussian systemsquadratic optimal filter
Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)
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