Variance formulae for feedback stochastic control systems

DOI10.1080/00207729208949224MaRDI QIDQ4006212zbMATH OpenOpenAlexFDO

Authors Ky M. Vu

Publication date 26 September 1992

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207729208949224

zbMATH Keywords

autocovariancesvariable time series

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03)

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• Performance assessment of multivariable feedback control systems
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Cites work

• An algorithm for solving the matrix equationX = FXF^T+S
• Constrained linear quadratic Gaussian control with process applications
• Discrete optimal stochastic controller and its forms
• Formulae for the solution of Lyapunov matrix equations
• Stochastic processes and filtering theory

Cited in

(3)

• Evaluation of controller performance—use of models derived by subspace identification
• Performance assessment of multivariable feedback control systems
• A test for the presence of pure feedback in multivariate dynamic stochastic systems

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