Platzman, L. K.; Johnson, T. L. A linear-quadratic-Gaussian control problem with innovations-feedthrough solution. (English) Zbl 0334.93043 IEEE Trans. Autom. Control 21, 721-725 (1976). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 2 Documents MSC: 93E10 Estimation and detection in stochastic control theory 60G35 Signal detection and filtering (aspects of stochastic processes) PDFBibTeX XMLCite \textit{L. K. Platzman} and \textit{T. L. Johnson}, IEEE Trans. Autom. Control 21, 721--725 (1976; Zbl 0334.93043) Full Text: DOI