A linear-quadratic-Gaussian control problem with innovations-feedthrough solution
- 1 October 1976
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 21 (5) , 721-725
- https://doi.org/10.1109/tac.1976.1101322
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- The role and use of the stochastic linear-quadratic-Gaussian problem in control system designIEEE Transactions on Automatic Control, 1971
- Separation of estimation and control for discrete time systemsProceedings of the IEEE, 1971
- The innovations approach to detection and estimation theoryProceedings of the IEEE, 1970
- On the Separation Theorem of Stochastic ControlSIAM Journal on Control, 1968