Equivalence of the Box–Jenkins–Aström control law to the Kalman linear regulator
- 17 May 1973
- journal article
- Published by Institution of Engineering and Technology (IET) in Electronics Letters
- Vol. 9 (10) , 220-221
- https://doi.org/10.1049/el:19730160
Abstract
The letter demonstrates the equivalence of the BJA control law to the Kalman linear regulator for a class of single-input single-output stochastic LQP control problems. The result is obtained by comparing explicitly the two control laws derived for the same problem.Keywords
This publication has 0 references indexed in Scilit: