The matrix minimum principle
From MaRDI portal
Cited in
(only showing first 100 items - show all)- On specific optimal control of systems with different information sets
- Low sensitivity feedback law implementation for 2-D digital systems
- Optimal decentralized control of dynamic systems
- Stochastic optimal linear feedback control systems using available measurements
- Deterministic optimal maneuver strategy for multitarget missions
- Optimal observers for continuous time linear stochastic systems
- Exact and approximate state estimation for nonlinear dynamic systems
- Regulator problems with a cost for applying or changing control
- Reconstitution of the transition matrix from experimental data
- Well-posedness of linear closed-loop Stackelberg strategies for singularly perturbed systems
- Optimal \({\mathcal H}_ \infty\)-state feedback control for continuous-time linear systems
- Minimum-energy covariance controllers
- The periodic optimality of LQ controllers satisfying strong stabilization.
- A mixed \(\mathcal H_2/\mathcal H_{\infty}\) approach to simultaneous fault detection and control.
- Recursive 4SID algorithms using gradient type subspace tracking
- Optimal tracking performance of MIMO discrete-time systems with network parameters
- Decentralized control scheme for large-scale systems defined over a graph in presence of communication delays and random missing measurements
- Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems
- Indefinite LQ optimal control with terminal state constraint for discrete-time uncertain systems
- Reduced order LQG controllers for linear time varying plants
- Dynamic decentralized stabilization for a class of multi-stage processes
- Optimal stochastic fault detection filter.
- Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty
- Moment characteristic method in the optimal control theory of diffusion-type stochastic systems
- Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability
- State estimation over lossy channel via online measurement coding: algorithm design and performance optimization
- LQG-like control of scalar systems over communication channels: the role of data losses, delays and SNR limitations
- Dynamic control of the investment portfolio in the jump-diffusion financial market with regime switching
- Optimal minimal-order observers for discrete-time systems -- a unified theory
- On the determination of optimal costly measurement strategies for linear stochastic systems
- Control synthesis via parallelotopes: optimzation and parallel compuations
- Moment equivalent system, of linear stochastic system with application to state estimation
- An iterative block-diagonalization procedure for decentralized optimal control
- Non-linear quadratic gaussian control†
- Indefinite LQ optimal control with equality constraint for discrete-time uncertain systems
- Passivity and the design of sampled regulators: extended results
- Analysis of distributed systems by array algebra
- A separation theorem for stochastic singular linear quadratic control problem with partial information
- On the boundedness of outer polyhedral estimates for reachable sets of linear systems
- Developing practical filters for non-linear systems using a new approach
- Improved multiplex control systems: dynamic reliability and stochastic optimality
- Systematic design of robust control systems using small gain stability concepts
- Optimal scanning measurement problem for a stochastic distributed-parameter system
- Linear state estimators for non-linear stochastic systems with noisy non-linear observations
- On the determination of the optimal feedback gains for multivariable linear systems incorporating integral action
- Reduced-order feedback law implementation for 2D digital systems
- Determination of the feedback gains of sampled-data linear systems with integral control using time-weighted quadratic performance indices
- Optimal measurement problem for a stochastic distributed parameter system with movable sensors
- Estimation and control for a sensor moving along a one-dimensional track
- Constrained linear minimax filter for systems with large plant uncertainties
- Design of optimal observers for linear time–invariant systems†
- New filtering and smoothing algorithms for discrete non-linear systems with time delays
- Constrained linear filter and its relation to singular optimal control
- Minimum trajectory sensitivity design of systems with random parameters†
- Multi person decision analysis in large-scale hierarchical systems—team decision theory†
- Optimal location of process measurements
- New estimation algorithms for discrete non-linear systems and observations with multiple time delays
- On the design of discrete-time optimal dynamical controllers using a minimal-order observer
- Stability and performance of a class of decentralized filters
- Optimal linear control of linear production-inventory systems
- Representation of linear dynamical systems by aggregated models
- Optimal observers for the state regulation of linear continuous-time plants
- Optimal observers for the state regulation of linear discrete-time plants
- Optimal instantaneous output-feedback controllers for discrete-time linear systems with inaccessible state
- Optimal measurement policies for control purposes
- Optimal low-order feedback controllers for discrete-time linear systems with inaccessible state
- Specific-optimal control with a dual minimal-order observer-based compensator
- Multistage estimation of bias states in linear systems†
- Estimation for discrete non-linear time-delayed systems and measurements with correlated and coloured noise processes
- Low-sensitivity dynamic compensators for linear stochastic systems with random parameters
- Low-sensitivity feedback controllers for linear systems with incomplete state information
- Optimal instantaneous output-feedback controllers for linear stochastic systems
- Linear state estimators for non-linear stochastic systems with noisy non-linear observations
- Optimal design of robust controllers for uncertain discrete-time systems
- Organization of the non-uniqueness of a canonical structure of linear multivariable systems
- Optimization of linear systems with integral control for time-weighted quadratic performance indices
- On optimal projection equations for model reduction input-error approach
- Input-error approach to parameter estimation of alinear,e-invariant, continuous-time model in state-variable description
- Low sensitivity feedback gains for deterministic and stochastic control systems
- Specific optimal control of the linear regulator using a minimal order observer
- scientific article; zbMATH DE number 3452678 (Why is no real title available?)
- On an approach to the estimation of the state-variable descriptive parameters for linear continuous-time models
- Information considerations in multi-person cooperative control/decision problems: information sets, sufficient information flows, and risk-averse decision rules for performance robustness
- Decentralised output-feedback LQG control with one-step communication delay
- On attempts to reduce the sensitivity of the optimal linear regulator to a parameter change†
- A survey of specific optimal techniques in control and estimation†
- Linear optimal stochastic control using instantaneous output feedback‡
- Derivation of weighting matrices towards satisfying eigenvalue requirements
- Suboptimal feedback control of a distributed linear regulator with control and observation structure constraints†
- scientific article; zbMATH DE number 3419862 (Why is no real title available?)
- A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application
- What is the gradient of a scalar function of a symmetric matrix?
- Finite‐time sub‐optimal control design for control affine nonlinear systems
- Computing optimal multi-currency mean-variance portfolios
- Linear quadratic optimal control problems for conditional mean-field stochastic differential equations under partial information
- On an approach to solving the time-optimization problem for linear discrete-time systems based on Krotov method
- Maximum principle for discrete-time mean-field backward stochastic system
- What is the gradient of a scalar function defined on a subspace of square matrices ?
- Indefinite LQ optimal control for discrete-time uncertain systems
- Recent advances in the study of network and system sensitivity
This page was built for publication: The matrix minimum principle
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5565935)