Simpler polynomial solutions in stochastic feedback control
- 1 January 1987
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 45 (1) , 117-126
- https://doi.org/10.1080/00207178708933714
Abstract
This paper is an exact parallel to the solution of the stochastic feedback control problem in discrete time given in Kucera's book (1979). The difference is that here it is shown that usually it is only necessary to solve one, rather than two, diophantine equations. The resulting reduction in dimension will be particularly important in large-scale systems.Keywords
This publication has 2 references indexed in Scilit:
- Simpler Polynomial Solutions in Control and FilteringIMA Journal of Mathematical Control and Information, 1986
- Polynomial systems approach to optimal linear filtering and predictionInternational Journal of Control, 1985