The adaptive LQG problem--Part I

DOI10.1109/TAC.1983.1103212MaRDI QIDQ4740455zbMATH OpenOpenAlexFDO

Authors Omar Hijab

Publication date 1983

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1983.1103212

zbMATH Keywords

Bayesian parameter uncertaintylinear quadratic Gaussian optimal controlseparation theorem

Mathematics Subject Classification ID

Brownian motion (60J65) Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

Cited in

(12)

• On a partially observable LQG problem for systems with Markovian jumping parameters
• Optimal filtering of discrete-time hybrid systems
• Nonlinear filtering problems with finite-dimensional matrix estimation algebras
• Stochastic adaptive control for continuous-time linear systems with quadratic cost
• Current algebras and the identification problem
• Optimal stochastic adaptive control with quadratic index
• Optimal control of jump-linear gaussian systems†
• Optimal control for a class of noisy linear systems with markovian jumping parameters and quadratic cost
• Nonlinear filtering of an interactive multiple model with small observation noise: numerical methods^∗
• Towards an approach to stochastic adaptive control using the maximum entropy principle
• Optimal adaptive control and stabilization of families of linear systems
• New approach to control and filtering of mechanical systems by using the estimates of their Lagrangians

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