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A general transfer-function approach to the steady-state linear quadratic Gaussian stochastic control problem. (English) Zbl 0342.93061


MSC:

93E10 Estimation and detection in stochastic control theory
93E20 Optimal stochastic control
62M99 Inference from stochastic processes
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References:

[1] ATHANS M., I.E.E.E. Trans, autom. Control 16 pp 529– (1971)
[2] AUSTIN , P. C. , 1976 , Cambridge University Engineering Department , Research Report No. CUED/F-Control/TR130 , U.K .
[3] BELLETRUTTI J., Proc. Instn elect. Engrs. 118 pp 1291– (1971)
[4] BRYSON A. E., Applied Optimal Control (1969)
[5] KOUVARITAKIS B., Int. J. Control 23 pp 297– (1976) · Zbl 0317.93053
[6] KWAKERNAAK H., Linear Optimal Control Systems (1972) · Zbl 0276.93001
[7] MACFARLANE A. G. J., Proc. Instn elect. Engrs 118 pp 373– (1971)
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[9] ROSENBROCK H. H., State Space and Multivariate Theory (1970)
[10] SHAKED U., Int. J. Control 24 pp 741– (1976) · Zbl 0342.93060
[11] WESTON J. E., I.E.E.E. Trans, autom. Control 17 pp 613– (1972) · Zbl 0259.93045
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