Optimal constant controllers for stochastic linear systems
- 1 October 1975
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 20 (5), 664-666
- https://doi.org/10.1109/tac.1975.1101063
Abstract
No abstract availableThis publication has 8 references indexed in Scilit:
- Solution of the optimal constant output feedback problem by conjugate gradientsIEEE Transactions on Automatic Control, 1974
- On optimal output feedbackIEEE Transactions on Automatic Control, 1972
- Linear optimal stochastic control using instantaneous output feedback‡International Journal of Control, 1971
- On the design of optimal constrained dynamic compensators for linear constant systemsIEEE Transactions on Automatic Control, 1970
- On the determination of the optimal constant output feedback gains for linear multivariable systemsIEEE Transactions on Automatic Control, 1970
- Minimum mean-square error stochastic linear controlInternational Journal of Control, 1968
- A direct derivation of the optimal linear filter using the maximum principleIEEE Transactions on Automatic Control, 1967
- Sub-optimal Time-variable Feedback Control of Linear Dynamic Systems with Random Inputs†International Journal of Control, 1966