Simpler polynomial solutions in stochastic feedback control. (English) Zbl 0613.93068

It is known that linear quadratic optimal discrete control problems using polynomial matrix methods necessitate the simultaneous solution of two matrix Diophantine equations. In this paper it is shown that under mild conditions one of these equations can be dispensed with in design resulting in computational simplicity.
Reviewer: E.Yaz


93E20 Optimal stochastic control
93C05 Linear systems in control theory
93C55 Discrete-time control/observation systems
11D99 Diophantine equations
93E25 Computational methods in stochastic control (MSC2010)
Full Text: DOI


[1] DOI: 10.1080/0020718508961214 · Zbl 0573.93063
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[3] ROBERTS , A. P. , 1986 , Simpler polynomial solutions in control and filtering . IMA Symp. on Control Theory , Oxford . · Zbl 0635.93018
[4] ROTH W. E., Proc. Am. Math. Soc. 3 pp 392– (1952)
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